Filtered likelihood for point processes
Kay Giesecke, Gustavo Schwenkler
| Year of publication: |
May 2018
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|---|---|
| Authors: | Giesecke, Kay ; Schwenkler, Gustavo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 204.2018, 1, p. 33-53
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| Subject: | Point processes | Filtering | Efficient parametric inference | Maximum likelihood | Likelihood approximation | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.11.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974711