For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...

This paper proposes three methods for computing the exact likelihood function of multivariate moving average models. Each method utilizes the structure of the covariance matrix in a different way.

This is a preview. Log in through your library . Abstract We focus on a class of non-standard problems involving non-parametric estimation of a monotone function that is characterized by n1/3 rate of ...