Consistent pseudo-maximum likelihood estimators and groups of transformations
C.Gourieroux, A.Monfort, J-M.Zakoian
| Year of publication: |
[2018] ; Revised version, June 2018
|
|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain ; Zakoïan, Jean-Michel |
| Publisher: |
[Palaiseau] : Centre de recherche en economie et statistique |
| Subject: | Pseudo-Maximum Likelihood | Transformation Model | Identification | Consistency | Stochastic Volatility | Conditional Heteroskedasticity | Spatial Interactions | Schätztheorie | Estimation theory | Volatilität | Volatility | Räumliche Interaktion | Spatial interaction | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Heteroskedastizität | Heteroscedasticity | Stochastischer Prozess | Stochastic process |
freely available
| Extent: | 1 Online-Ressource (circa 25 Seiten) |
|---|---|
| Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2018, 08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012201146