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 ...

In this example, the log likelihood function of the SSM is computed using prediction error decomposition. The annual real GNP series, y t, can be decomposed as where ...

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 ...

This paper proposes three methods for computing the exact likelihood function of multivariate moving average models. Each method utilizes the structure of the covariance matrix in a different way.