Finite lag estimation of non-Markovian processes
A. Ronald Gallant, and Halbert L. White
| Year of publication: |
2024
|
|---|---|
| Authors: | Gallant, A. Ronald ; White, Halbert |
| Subject: | efficient method of moments | finite lag approximation | maximum likelihood | non-Markovian | quasi maximum likelihood | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338830