Maximum trimmed likelihood estimation for discrete multivariate Vasicek processes
Year of publication: |
2025
|
---|---|
Authors: | Fullerton, Thomas M. ; Pokojovy, Michael ; Anum, Andrews T. ; Nkum, Ebenezer |
Subject: | econometric modeling | autoregressive models | times series analysis | maximum trimmed likelihood estimation | statistical robustness | outliers | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation |
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