ECF estimation of Markov models where the transition density is unknown
George J. Jiang and Arie Preminger
| Year of publication: |
2010
|
|---|---|
| Authors: | Jiang, George J. ; Preminger, Arie ; Knight, John L. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 13.2010, 2, p. 245-270
|
| Subject: | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003978523