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Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462517
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Empirical [gamma]-divergence : estimation and inference
Cho, Young Su - 2005
Persistent link: https://www.econbiz.de/10002980078
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Point and interval estimators in a binominal-Poisson compound distribution
Caridad y Ocerin, José M.; Diz Pérez, José - In: Statistical papers 43 (2002) 2, pp. 285-290
Persistent link: https://www.econbiz.de/10001664180
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Estimation of copula models for time series of possibly different lenghts
Patton, Andrew J. - 2001
Persistent link: https://www.econbiz.de/10001637762
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Empirical likelihood
Owen, Art B. - 2001
Persistent link: https://www.econbiz.de/10001574339
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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Modelling income distributions with limited data
Duangkamon Chotikapanich; Griffiths, William E.; … - In: Advances in Economic Measurement : A Volume in Honour …, (pp. 233-263). 2022
Persistent link: https://www.econbiz.de/10013431396
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Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10009724796
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Three essays on financial econometrics
Yu, Jialin - 2005
Persistent link: https://www.econbiz.de/10003555366