Analytical score function for irregularly sampled continuous time stochastic processes with control variables and missing values
Year of publication: |
1995
|
---|---|
Authors: | Singer, Hermann |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 11.1995, 4, p. 721-735
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind, (1993)
-
Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
- More ...
-
Maximum Entropy Inference for Mixed Continuous-Discrete Variables
Singer, Hermann, (2010)
-
SEM modeling with singular moment matrices, Part I: ML-Estimation of time series
Singer, Hermann, (2009)
-
Nonlinear Continuous Time ModelingApproaches in Panel Research
Singer, Hermann, (2006)
- More ...