Linda M. Haines, Maximum Likelihood Estimation for N-Mixture Models, Biometrics, Vol. 72, No. 4 (DECEMBER 2016), pp. 1235-1245 ...

The non-Gaussian maximum likelihood estimator is frequently used in GARCH models with the intention of capturing heavy-tailed returns. However, unless the parametric likelihood family contains the ...

Paper Simulated Maximum Likelihood Estimation of the Sequential Search Model We propose a new approach to simulate the likelihood of the sequential search model. By allowing search costs to be ...