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Efficient importance sampling for ML estimation of SCD models
BAUWENS, Luc
;
GALLI, Fausto
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703667
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2
The moments of Log-ACD models
BAUWENS, Luc
;
GALLi, Fausto
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927000
Saved in:
3
The moments of Log-ACD models
BAUWENS, Luc
;
GALLi, Fausto
;
GIOT, Pierre
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675073
Saved in:
4
Efficient importance sampling for ML estimation of SCD models
BAUWENS, Luc
;
GALLI, Fausto
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675375
Saved in:
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