Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
C. Chesneau, S. El Kolei, F. Navarro
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Chesneau, Christophe ; El Kolei, Salima ; Navarro, Fabien |
| Publisher: |
[Palaiseau] : Centre de recherche en economie et statistique |
| Subject: | Contrast function | deconvolution | least square estimation | parametric inference | stochastic volatility | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Kleinste-Quadrate-Methode | Least squares method | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 14 Seiten) |
|---|---|
| Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2017, 66 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012200019