Estimating the Parameters of a Convolution by Maximum Likelihood

DOI10.2307/2288657zbMath0514.62037OpenAlexW4232167287MaRDI QIDQ3660678

David A. Sprott

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2288657

zbMATH Keywords

maximum likelihood estimationcompound distributionbinomialPoissoncontagious distributioncomputerstwo-parameter familynormal likelihoodconvolution densities

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

NEW RESULTS FOR A CLASS OF UNIVARIATE DISTRIBUTIONS ⋮ On parameter orthogonality to the mean ⋮ Weighted discrepancies and maximum likelihood estimation for discrete distributions ⋮ A Comment on Maximum Likelihood Estimation for Finite Mixtures of Distributions ⋮ First order non-negative integer valued autoregressive processes with power series innovations ⋮ FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS ⋮ Estimation of multivariate generalized gamma convolutions through Laguerre expansions ⋮ Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data

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