# Questions tagged [parameter-estimation]

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### Books about statistical inference [closed]

I'm currently taking a course "Introduction to Machine Learning" which covers the following topics: linear regression, overfitting, classification problems, parametric & non-parametric ...
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### how to find the best parameters to solve a differential equation? [closed]

I have a differential equation: def func(Y, t, r, p, K, alpha): return r * (Y ** p) * (1 - (Y / K) ** alpha) and I want to find the best parameters that fit (r,...
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### Estimate class proportions of a feature, central limit theorem

haven't been feeling smart lately and this is probably the most trivial question ever but I really need to know. I'm trying to point estimate some population parameters. I sampled from 1000 randomly ...
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1 vote
20 views

### Correcting high AR(1) coefficients in dynamic Gordon model

I have just finished my thesis on a heterogeneous dividend expectations model applied to the COVID-19 crisis! However after receiving some feedback there is one last issue I want to resolve. I'm using ...
1 vote
10 views

### How should rolling window of parameter estimates look like?

I am using Orstein-Uhlenbeck model to model inflation: $dI_t=\theta(\mu-I_t)dt+\sigma dW_t$. I have plotted rolling window estimates of all the parameters. However, I do not understand what to ...
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1 vote
145 views

### Pearson correlation coefficient - is correlation estimator acceptable?

As far as I know when it comes to theory, we use Pearson correlation when we want to check the correlation between two variables, which are both continuous or discrete. For a mixed case it's not so ...
• 175
48 views

### Why Maximum Likelihood Estimation for normal distribution?

Since we can compute the mean and the standard deviation of a set of random variables, why do we use Maximum Likelihood Estimation to estimate these parameters?
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