Narrow search
Showing 61 - 70 of 641,920
Cover Image
Penalised maximum likelihood estimation for fractional Gaussian processes
Lieberman, Offer - 2001
Persistent link: https://www.econbiz.de/10001637160
Cover Image
Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, gaussian, strongly dependent process
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 2002
Persistent link: https://www.econbiz.de/10001640913
Cover Image
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differenctial equations
Hurn, Stan; Lindsay, Kenneth A.; Martin, Vance - 1999
Persistent link: https://www.econbiz.de/10001517908
Cover Image
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Cover Image
Simulated maximum likelihood estimation in transition models
Kamionka, Thierry - In: The econometrics journal 1 (1998) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10001443686
Cover Image
Market volatility index and implicit maximum likelihood estimation of stochastic volatility models
Moraux, Franck; Navatte, Patrick; Villa, Christophe - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 17-40
Persistent link: https://www.econbiz.de/10001476766
Cover Image
Estimation in continuous-time stochastic volatility models using nonlinear filters
Nygaard Nielsen, Jan; Vestergaard, Martin - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 279-308
Persistent link: https://www.econbiz.de/10001484701
Cover Image
The density of the sufficient statistics for a Gaussian AR (1) model in terms of generalized functions
Forchini, G. - 2000
Persistent link: https://www.econbiz.de/10001488555
Cover Image
Empirical characteristic functions estimation and its applications
Yu, Jun - In: Econometric reviews 23 (2004) 2, pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
Cover Image
Estimation of Survival Functions under extreme Censoring with Applications to Credit Risk Modeling
Djai͏̈dja, Abdel-Yarzif Karim - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002135562