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 ...

Coherent Diffraction Imaging (CDI), a technique where an object is reconstructed from a single (2D or 3D) diffraction pattern, recovers the lost diffraction phases without a priori knowledge of the ...

This example calculates confidence intervals based on the profile likelihood for the parameters estimated in the previous example. The following introduction on profile-likelihood methods is based on ...