Penalized Least Squares Fitting

* Supported by the Army Research Office under grant DAAD-19-02-10059.

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

2000 Mathematics Subject Classification: 60J60, 62M99.

Trimmed Likelihood Estimation of the Parameters of the Generalized Extreme Value Distributions: a Monte-Carlo Study

2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99

Application of the D-Fullness Technique for Breakdown Point Study of the Trimmed Likelihood Estimator to a Generalized Logistic Model

2000 Mathematics Subject Classification: 62J12, 62F35

Implementation of the EM Algorithm for Maximum Likelihood Estimation of a Random Effects Model for One Longitudinal Ordinal Outcome

2010 Mathematics Subject Classification: 62J99.

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.