Jinyuan Chang, Song Xi Chen, ON THE APPROXIMATE MAXIMUM LIKELIHOOD ESTIMATION FOR DIFFUSION PROCESSES, The Annals of Statistics, Vol. 39, No. 6 (December 2011), pp. 2820-2851 ...

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We present a Maximum Likelihood estimator for the standard commodity storage model with stockouts, based on prices only. While it imposes no additional assumptions on the model, the Maximum Likelihood ...

2. Gaussian fitting via maximum-likelihood estimation: I determined a maximum-likelihood estimate for a symmetric, two-dimensional Gaussian function as described in ref. 10.