Asymptotic properties of pseudo maximum likelihood estimates for multiple frequency I(1) processes
Dietmar Bauer; Martin Wagner
| Year of publication: |
June 2002
|
|---|---|
| Other Persons: | Bauer, Dietmar (contributor) ; Wagner, Martin (contributor) |
| Publisher: |
Bern : Univ., Volkswirtschaftliches Inst. |
| Subject: | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | Online Ressource, 45 p., text |
|---|---|
| Series: | Diskussionsschriften / Universität Bern, Volkswirtschaftliches Institut. - Bern : [Verlag nicht ermittelbar], ZDB-ID 2178982-4. - Vol. 02.05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002601551