Estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related
Chor-yiu Sin
| Year of publication: |
2003
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|---|---|
| Authors: | Sin, Chor-yiu |
| Published in: |
Maximum likelihood estimation of misspecified models : twenty years later ; 17. - Amsterdam : Elsevier, JAI, ISBN 0-7623-1075-8. - 2003, p. 177-197
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| Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001916329