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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Aufsatz im Buch"
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Maximum likelihood estimation
Maximum-Likelihood-Schätzung
Estimation theory
52
Schätztheorie
52
Theorie
29
Theory
29
Time series analysis
13
Zeitreihenanalyse
13
Core
5
Probability theory
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Volatility
5
Volatilität
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Wahrscheinlichkeitsrechnung
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Estimation
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Identification
4
Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikomanagement
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Risikomaß
4
Risk management
4
Risk measure
4
Schätzung
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VAR model
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VAR-Modell
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Composite Likelihood
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Consistency
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Portfolio selection
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Portfolio-Management
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Pseudo Maximum Likelihood
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Schock
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Shock
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ARCH Model
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Asymptotic Single Risk Factor
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Big Data
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Cayley Transform
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Composite Pseudo-Likelihood
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Gouriéroux, Christian
Koopman, Siem Jan
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Fiorentini, Gabriele
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Sentana, Enrique
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Pesaran, M. Hashem
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Zakoïan, Jean-Michel
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Blasques, Francisco
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Nielsen, Morten Ørregaard
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Baltagi, Badi H.
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Bresson, Georges
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Cavaliere, Giuseppe
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Chaturvedi, Anoop
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Christiano, Lawrence J.
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Francq, Christian
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Gorgi, Paolo
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Lacroix, Guy
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Monfort, Alain
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Phillips, Peter C. B.
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Rahbek, Anders
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Shephard, Neil G.
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Sørensen, Michael
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Taylor, Robert
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Vigfusson, Robert J.
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Yun, Myeong-Su
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Andersen, Steffen
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Aquaro, Michele
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Bailey, Natalia
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Bohn Nielsen, Heino
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Gao, Jiti
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Gooijer, Jan G. de
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Hayakawa, Kazuhiko
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
3
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
4
Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
Broze, Laurence
;
Gouriéroux, Christian
-
1995
Persistent link: https://www.econbiz.de/10000919516
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