Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Year of publication: |
[2017]
|
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Authors: | Chesneau, Christophe ; El Kolei, Salima ; Navarro, Fabien |
Publisher: |
[Palaiseau] : Centre de recherche en economie et statistique |
Subject: | Contrast function | deconvolution | least square estimation | parametric inference | stochastic volatility | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Kleinste-Quadrate-Methode | Least squares method | Volatilität | Volatility | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (circa 14 Seiten) |
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Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2017, 66 |
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 |
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