This paper develops a method to efficiently estimate hidden Markov models with continuous latent variables using maximum likelihood estimation. To evaluate the (marginal) likelihood function, I ...

Mixed model analyses via restricted maximum likelihood, fitting the so-called animal model, have become standard methodology for the estimation of genetic variances. Models involving multiple genetic ...

and is the normal probability function. This is the likelihood function for a binary probit model. This likelihood is strictly positive so that you can take a square root of and use this as your ...

This is a preview. Log in through your library . Abstract We present a class of maximum likelihood estimators which exhibit strong consistency properties with very modest restrictions on the ...