Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...

Parameter estimation of polynomial phase signals (PPS) constitutes a vital area of signal processing, wherein the objective is to accurately determine the coefficients of a polynomial function that ...

The discipline of mathematical modelling relies heavily on the accurate estimation of parameters to ensure models faithfully represent the underlying biological, physical or engineering systems.

This paper is devoted to the parameterization of correlations in the Vasicek credit portfolio model. First, we analytically approximate standard errors for value-at-risk and expected shortfall based ...