Maximum likelihood estimation of latent Markov models using closed-form approximations
Yacine Aït-Sahalia, Chenxu Li, Chen Xu Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Li, Chenxu ; Li, Chen Xu |
| Subject: | Diffusion | Integrating out | Latent state variables | Likelihood | Markov Chain Monte Carlo | Markov vector | Markov-Kette | Markov chain | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075088