Parameter estimation in differential equation models is a critical endeavour in the mathematical modelling of dynamic systems. Such models, represented by ordinary differential equations (ODEs), ...
Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
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.
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 ...