Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models
Description:
We consider the problem of maximum likelihood estimation of logistic sinusoidal regression models and develop some asymptotic theory including the consistency and joint rates of convergence for the maximum likelihood estimators. The key techniques build upon a synthesis of the results of Walker and Song and Li for the widely studied sinusoidal regression model and on making a connection to a result of Radchenko. Monte Carlo simulations are also presented to demonstrate the finite-sample perform…
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Date:
December 2013
Creator:
Weng, Yu
Partner:
UNT Libraries