Empirical characteristic functions estimation and its applications
Jun Yu
| Year of publication: |
2004
|
|---|---|
| Authors: | Yu, Jun |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 23.2004, 2, p. 93-123
|
| Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Momentenmethode | Method of moments |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002131153