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Simulated moments estimation of Markov models of asset prices
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
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Mouvement brownien regularisé : une procédure d'estimation des paramètres
Pinhas, Max - 1993
Persistent link: https://www.econbiz.de/10000890078
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An asymptotic theory for optimization estimators with non-standard rates of convergence
Kim, Jean Kyoung - 1988
Persistent link: https://www.econbiz.de/10000892929
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Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong; Haan, Laurens de; Huang, Xin - 1993
Persistent link: https://www.econbiz.de/10000893853
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Convergence in probability of the maximum likelihood estimators of a multivariate ARMA model with GARCH (1,1) errors
Tuncer, R. - 1994
Persistent link: https://www.econbiz.de/10000895467
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046
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Estimation of neural network models
Kuan, Chung-ming - 1989
Persistent link: https://www.econbiz.de/10000860246