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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~person:"Billio, Monica"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Consumer behaviour"
~subject:"Zeitreihenanalyse"
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Estimation theory
Börsenkurs
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Billio, Monica
Gouriéroux, Christian
13
Robert, Christian P.
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working papers
3
Applied financial economics letters
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
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ECONIS (ZBW)
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The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
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2
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000952928
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3
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000924125
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