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~isPartOf:"Série des documents de travail"
~subject:"Bayesian inference"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
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Bayesian inference
Volatility
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Estimation theory
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Conditional Heteroskedasticity
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
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Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
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