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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Série des documents de travail"
~person:"Gouriéroux, Christian"
~subject:"Composite Pseudo-Likelihood"
~subject:"Core"
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Volatility
Composite Pseudo-Likelihood
Core
Estimation theory
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Schätztheorie
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Time series analysis
6
Zeitreihenanalyse
6
Identification
4
Composite Likelihood
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Consistency
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Estimation
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Pseudo Maximum Likelihood
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Pseudo-Likelihood
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Pseudo-Maximum Likelihood
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Croux, Christophe
Gouriéroux, Christian
Monfort, Alain
3
Renault, Eric
2
Chesneau, Christophe
1
El Kolei, Salima
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Lu, Yang
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Navarro, Fabien
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Zakoïan, Jean-Michel
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Série des documents de travail
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
3
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
4
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
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