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The maximum likelihood estimation of security price volatility : Theory, evidence, and application to option pricing
Ball, Clifford A.; Torous, Walter N. - In: The journal of business : B 57 (1984) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10001863140
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A note on the exact transformation associated with the first-order moving average process
Balestra, Pietro - In: Journal of econometrics 14 (1980) 3, pp. 381-394
Persistent link: https://www.econbiz.de/10001865204
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Estimation of consumption function with a stochastic income stream
Ban, Kanemi - In: Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai … 33 (1982) 2, pp. 158-167
Persistent link: https://www.econbiz.de/10001868050
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Enforcing stationarity in exact maximum likelihood estimation of pt̕h order autoregressive processes
Bunzel, Henning; Nielsen, Erland Hejn - 1985
Persistent link: https://www.econbiz.de/10001963304
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Testing separate models with stochastic regressors
Dastoor, Noarayex K.; McAleer, Michael - 1984 - Rev.
Persistent link: https://www.econbiz.de/10002051129
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Maximum likelihood estimation for stochastically dependent observations
Los, Cornelis A. - 1981
Persistent link: https://www.econbiz.de/10002494591
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Optimal macroeconomic policy rules under uncertainty (Some applications of optimal stochastic control theory)
Los, Cornelis A. - 1981
Persistent link: https://www.econbiz.de/10002494637
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Econometrics and stochastic control in macro-economic planning
Brännas, Kurt (contributor) - 1981
Persistent link: https://www.econbiz.de/10000051286
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Latent variables in linear stochastic models : reflections on "Maximum likelhood" and "Partial least squares" methods
Dijkstra, Taeke Klaas - 1981
Persistent link: https://www.econbiz.de/10000007335
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Dynamic feature space modelling, filtering and self-tuning control of stochastic systems
Otter, Pieter Wieger - 1984
Persistent link: https://www.econbiz.de/10000015907