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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Hajargasht, Gholamreza"
~person:"Han, Guodong"
~person:"Kim, Kun Ho"
~person:"Madan, Dilip B."
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical distribution"
~type_genre:"Aufsatz im Buch"
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Bootstrap approach
Maximum-Likelihood-Schätzung
Statistical distribution
Estimation theory
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5
Statistische Verteilung
3
Maximum likelihood estimation
2
Autocorrelation
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1
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Hajargasht, Gholamreza
Han, Guodong
Kim, Kun Ho
Madan, Dilip B.
Carrasco, Marine
2
Glen, Andrew G.
2
Renault, Eric
2
Wang, Tonghui
2
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Hou, Chenghan
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Kim, Jiwoong
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in Economic Measurement : A Volume in Honour of D. S. Prasada Rao
1
Essays in honor of Joon Y. Park : econometric theory
1
Robustness in econometrics
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A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
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2
Modelling income distributions with limited data
Duangkamon Chotikapanich
;
Griffiths, William E.
; …
- In:
Advances in Economic Measurement : A Volume in Honour …
,
(pp. 233-263)
.
2022
Persistent link: https://www.econbiz.de/10013431396
Saved in:
3
EM estimation for multivariate skew slash distribution
Tian, Weizhong
;
Han, Guodong
;
Wang, Tonghui
;
Varith …
- In:
Robustness in econometrics
,
(pp. 235-248)
.
2017
Persistent link: https://www.econbiz.de/10011801175
Saved in:
4
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
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