Maximum likelihood with a time varying parameter

DOI10.1007/s00362-023-01497-yzbMATH Open1543.65083MaRDI QIDQ6579434

Christopher S. A. Lauria, Alberto Lanconelli

Publication date: 25 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

exponential familystochastic gradient descentmaxim likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Numerical mathematical programming methods (65K05)

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• Maximum Likelihood Estimation of Misspecified Models

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