Questions tagged [estimation]
The estimation tag has no usage guidance.
10
questions
6
votes
1answer
105 views
Mathematica slow at estimating vector autoregressive model parameters
I have been trying to obtain VAR model parameters using EstimatedProcess and FindProcessParameters. It seems to take a very long time as soon as I have more than 6 or 7 time series and lag length >2.
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1
vote
0answers
46 views
I there any way to DSolve an equation by an estimated method?
I am trying to DSolve this differential equation for A[r]
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7
votes
1answer
132 views
About Silverman's bandwidth selection in SmoothKernelDistribution
I asked the following question in the site Cross Validated: https://stats.stackexchange.com/questions/444320/convergence-of-kernel-density-estimate-as-the-sample-size-grows/444479#444479. It was about ...
0
votes
0answers
21 views
Estimate the Hidden Markov Parameter while keeping some of them are same
How can I estimate the hidden Markov model while using the same value for some of parameters?
First, let's get test data (sorry, messy!)
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1
vote
1answer
37 views
Is there a problem using Check and Quiet with LinearModelFit?
I am using LinearModelFit in conjunction with Quiet and Check because I need to control when ...
2
votes
2answers
104 views
Test if NonlinearModelFit parameters are different between two data sets
I'm fitting the following model to different data sets using NonlinearModelFit:
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2
votes
1answer
58 views
Looking for an estimator for non-linear statistics
Goal
We sample $n$ individuals with replacement and measure their trait values $x_i$ for all individual $i$. The variable $x$ is bounded [0,1].
Let $\mu$ be the ...
0
votes
0answers
192 views
Estimate parameters of two correlated geometric Brownian motions
I would like estimate the parameters of the following set of Geometric Brownian Motions:
$d P(t) = \mu_P P(t) d t + \sigma_P P(t) d Z_P(t)$
$d X(t) = \mu_X X(t) d t + \sigma_X X(t) d Z_X(t)$
...
11
votes
1answer
279 views
Difficulty in parallelizing function using package (MCMC)
Difficulty in parallelizing Packages using DistributeDefinitions
Context
I am trying to parallelize some parameter estimation using MCMC.
As a test run I expect ...
3
votes
1answer
173 views
FindDistributionParameters fails with custom distribution?
Context
I would like to find the MaximumLikelihood solution
of a customized PDF
Let's start with a built in PDF. Following the documentation
...
