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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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ML-estimation in the location-scale-shape model of the generalized logistic distribution
Abberger, Klaus - 2002
Persistent link: https://www.econbiz.de/10001686451
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Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
Durham, Garland B.; Gallant, A. Ronald - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 297-316
Persistent link: https://www.econbiz.de/10001694701
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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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Tools for analyzing and maximizing likelihood functions in mixture models
Seidel, Wilfried; Ševčíková, Hana - 2002
Persistent link: https://www.econbiz.de/10001709414
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Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B. - In: Journal of financial economics 70 (2003) 3, pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
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Empirical likelihood
Owen, Art B. - 2001
Persistent link: https://www.econbiz.de/10001574339
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Exact properties of the maximum likelihood estimator in exponential regression models : a differential geometric approach
Hillier, Grant H.; O'Brien, Raymond J. - In: Applications of differential geometry to econometrics, (pp. 85-118). 2000
Persistent link: https://www.econbiz.de/10001554906
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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
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Quantifiying the half-life of deviations from PPP : the role of economic priors
Kilian, Lutz; Zha, Tao - 1999
Persistent link: https://www.econbiz.de/10001444610