Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 54, No. 4 (2005), pp. 721-737 (17 pages) The paper discusses the estimation of an unknown population size n. Suppose that ...

Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...

An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...

Some of the models used to forecast everything from financial trends to animal populations in an ecosystem are incorrect, ...

We propose a new approach to simulate the likelihood of the sequential search model. By allowing search costs to be heterogeneous across consumers and products, we directly compute the joint ...