Maximum Simulated Likelihood Methods and Applications.

This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

Year of publication:	2010
Authors:	Greene, William
Other Persons:	Hill, Rufus Carter (contributor) ; Fomby, Tom (contributor) ; Fomby, Tom (contributor)
Publisher:	Bingley : Emerald Publishing Limited
Subject:	Schätztheorie \| Estimation theory \| Simulation
Description of contents:	Description [zbmath.org]

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