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~subject:"Boundary of the parameter space"
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Boundary of the parameter space
Estimation theory
17
Schätztheorie
17
Quasi-maximum likelihood estimator
15
quasi-maximum likelihood estimator
13
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
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Börsenkurs
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Schätzung
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Share price
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Estimation
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Time series analysis
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Zeitreihenanalyse
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GARCH
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Integrated volatility
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Market microstructure
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Market microstructure noise
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Marktmikrostruktur
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Noise Trading
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Noise trading
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Stochastic process
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Stochastischer Prozess
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Wald test
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credit risk
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fractional responses
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loss given default
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maximum likelihood estimator
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near epoch dependence
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nonlinear dynamic model
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ordinal regression
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Asymptotic distribution
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Autocorrelation
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Autokorrelation
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Autoregressive conditional duration (ACD) model
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CAPM
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Dirichlet regression
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Francq, Christian
2
Ahmad, Ali
1
Thieu, Le Quyen
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Qml inference for volatility models with covariates
Francq, Christian
;
Thieu, Le Quyen
-
Volkswirtschaftliche Fakultät, …
-
2015
The asymptotic distribution of the Gaussian
quasi-maximum
likelihood
estimator
(QMLE) is obtained for a wide class of …
Persistent link: https://www.econbiz.de/10011210479
Saved in:
2
Poisson qmle of count time series models
Ahmad, Ali
;
Francq, Christian
-
Volkswirtschaftliche Fakultät, …
-
2014
Regularity conditions are given for the consistency of the Poisson
quasi-maximum
likelihood
estimator
of the …
Persistent link: https://www.econbiz.de/10011111631
Saved in:
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