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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~isPartOf:"Working paper series"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical distribution"
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Maximum likelihood estimation
Maximum-Likelihood-Schätzung
Statistical distribution
Estimation theory
91
Schätztheorie
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Theorie
50
Theory
50
Time series analysis
23
Zeitreihenanalyse
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Bootstrap approach
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Bootstrap-Verfahren
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Panel
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ARCH model
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Statistical theory
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VAR-Modell
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Bootstrap
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Heteroscedasticity
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Heteroskedastizität
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Francq, Christian
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Zakoïan, Jean-Michel
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Discussion paper / Tinbergen Institute
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Iterated Function Systems driven by non independent sequences : structure and inference
Kandji, Baye Matar
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2022
Persistent link: https://www.econbiz.de/10013162000
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2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
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3
Dealing with logs and zeros in regression models
Bellego, Christophe
;
Benatia, David
;
Pape, Louis-Daniel
-
2022
Persistent link: https://www.econbiz.de/10013206966
Saved in:
4
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
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