Ph D Dissertation Defense: “Maximum Likelihood Estimation of Logistic Sinusoidal regression models” | Department of Mathematics

Ph D Dissertation Defense: “Maximum Likelihood Estimation of Logistic Sinusoidal regression models”

Event Information
Event Location: 
AUDB 217
Event Date: 
Thursday, October 24, 2013 - 9:00am
Professor Kai-Sheng Song invites you to attend the PhD dissertation defense of Yu Weng on Thursday, October 24th, 2013 at 9am in AUDB 217. Cake and coffee will be served in GAB 472 following the event. "Maximum Likelihood Estimation of Logistic Sinusoidal regression models" Abstract: We consider the problem of maximum likelihood estimation of logistic sinusoidal regression models and develop some asymptotic theory including the consistency and joint rates of convergence for the maximum likelihood estimators. The key techniques build upon a synthesis of the results of Walker (1971) and Song and Li (2011) for the widely studied sinusoidal regression model and on making a connection to a result of Radchenko (2008). Monte Carlo simulations are also presented to demonstrate the finite-sample performance of the estimators.