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Search: subject_exact:"Maximum-Likelihood-Schätzfunktion"
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
2
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
3
What interbank rates tell us about time-varying disaster risk
Doshi, Hitesh
;
Kim, Hyung Joo
;
Seo, Sang Byung
-
2022
Persistent link: https://www.econbiz.de/10013329310
Saved in:
4
Measuring sex-selective abortion: how many women abort?
Dimri, Aditi
;
Gille, Véronique
;
Ketz, Philipp
-
2021
Persistent link: https://www.econbiz.de/10012813808
Saved in:
5
Identification in ascending auctions, with an application to digital rights management
Freyberger, Joachim
;
Larsen, Bradley J.
-
2020
Persistent link: https://www.econbiz.de/10012204798
Saved in:
6
Estimation of dynastic life-cycle discrete choice models
Gayle, George-Levi
;
Golan, Limor
;
Soytas, Mehmet A.
-
2015
Persistent link: https://www.econbiz.de/10011346742
Saved in:
7
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
8
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
9
Tractable likelihood-based estimation of non-linear DSGE models
Kollmann, Robert
-
2017
Persistent link: https://www.econbiz.de/10011735416
Saved in:
10
Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
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