Refined instrumental variable estimation: Maximum likelihood optimization of a unified Box-Jenkins model.
Peter C. YoungPublished in: Autom. (2015)
Keyphrases
- maximum likelihood
- parameter estimation
- unified model
- computational model
- optimization model
- maximum likelihood estimation
- global optimization
- probabilistic model
- sensitivity analysis
- estimation algorithm
- formal model
- em algorithm
- optimization method
- high level
- mathematical model
- similarity measure
- optimization algorithm
- optimization problems
- prior knowledge
- artificial neural networks
- genetic algorithm