We provide in this paper asymptotic theory for the multivariate GARCH(p, q) process. Strong consistency of the quasi-maximum likelihood estimator (MLE) is established by appealing to conditions given in Jeantheau [19] in conjunction with a result given by Boussama [9] concerning the existence of a stationary and ergodic solution to the multivariate GARCH(p, q) process. We prove asymptotic norma...

The huaan factor VII gene contains five ainisatallite-like elements (MLEs), one in the untranslated portion of the eighth exon and four in introns (1). Two of the HLEe, one in exon 8 and one in intron B, consist of tandem repeats related to siailar consensus sequences (ATGCACACACACAGG) and ( (T/A)CACCTCACACTCACAGG) respectively. The monomer elements of the exon 8 MLE are loosely related to its ...

Background Late gadolinium enhancement (LGE) in cardiac MRI (cMRI) has been described as a valid tool to discriminate between cardiac diseases. It has been postulated that MLE especially occurs in patients with dilated cardiomyopathy (DCM) and myocarditis with a prognostic impact in these patients. Nevertheless, it can be difficult to differentiate true MLE from common artifacts as motion blur,...

The Quantization Theorem I (QT I) implies that the likelihood function can be reconstructed from quantized sensor observations, given that appropriate dithering noise is added before quantization. We present constructive algorithms to generate such dithering noise. The application to maximum likelihood estimation (mle) is studied in particular. In short, dithering has the same role for amplitud...

This case study uses log-linear modelling to investigate the interrelationships between factors that may contribute to the late submission of coursework by undergraduate students. A class of 86 computing students are considered. These students were exposed to traditional teaching methods supported by e-learning via a Managed Learning Environment (MLE). The MLE warehouses detailed data about stu...

The likelihood ratio statistic for testing pointwise hypotheses about the survival time distribution in the current status model can be inverted to yield confidence intervals. One advantage of this procedure is that confidence intervals can be formed without estimating the unknown parameters that figure in the asymptotic distribution of the MLE of the distribution function. We discuss the likel...

The maximum likelihood estimator (MLE) is generally asymptotically consistent but is susceptible to overfitting. To combat this problem, regularization methods which reduce the variance at the cost of (slightly) increasing the bias are often employed in practice. In this paper, we present an alternative variance reduction (regularization) technique that quantizes the MLE estimates as a post pro...

Hidden Markov models were successfully applied in various fields of time series analysis, especially for analyzing ion channel recordings. The maximum likelihood estimator (MLE) has recently been proven to be asymptotically normally distributed. Here, we investigate finite sample properties of the MLE and of different types of likelihood ratio tests (LRTs) by means of simulation studies. The ML...

The problem of assigning cell probabilities to maximize a multinomial likelihood with order restrictions on the probabilies and or restrictions on the local odds ratios is modeled as a posynomial geometric program GP a class of nonlinear optimization problems with a well developed duality theory and collection of algorithms Local odds ratios provide a measure of association between categorical ...

The problem of estimating the propagation-delay of a desired signal in the presence of interferences and multipath propagation is addressed. This paper presents the maximum likelihood (ML) propagation-delay estimator for a signal arriving at a sensor array. The novel characteristic herein is that the desired signal impinges on the array with a known steering vector. This fact allows to assume a...