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subject:"Maximum-Likelihood-Schätzung"
~person:"Koopman, Siem Jan"
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Maximum-Likelihood-Schätzung
Maximum likelihood estimation
61
Zustandsraummodell
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State space model
36
Zeitreihenanalyse
34
Theorie
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Time series analysis
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Theory
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Stochastischer Prozess
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Kalman filter
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Volatilität
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Schätzung
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Estimation
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Yield curve
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Maximum-Likelihood-Methode
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Dynamische Wirtschaftstheorie
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Maximum likelihood
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Simulation
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Fama-Bliss data set
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Importance sampling
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Multivariate Verteilung
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Multivariate distribution
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Stichprobenerhebung
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invertibility
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English
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Koopman, Siem Jan
Lee, Lung-fei
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Fiorentini, Gabriele
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Sentana, Enrique
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Nielsen, Morten Ørregaard
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Phillips, Peter C. B.
20
McAleer, Michael
19
Pesaran, M. Hashem
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Winkelmann, Rainer
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Pfaffermayr, Michael
16
Liesenfeld, Roman
15
Zha, Tao
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Lucas, André
14
Yu, Jun
14
Jungbacker, Borus
13
Lieberman, Offer
13
Zakoïan, Jean-Michel
13
Francq, Christian
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Greene, William H.
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Hayakawa, Kazuhiko
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Johansen, Søren
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Tsionas, Efthymios G.
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Magnus, Jan R.
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Aït-Sahalia, Yacine
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Baltagi, Badi H.
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Chen, Xiaohong
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Hurn, Stan
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Ooms, Marius
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Wel, Michel van der
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Blasques, Francisco
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Egger, Peter
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Jansson, Michael
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Kristensen, Dennis
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Larch, Mario
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Li, Kunpeng
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Sola, Martin
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Bao, Yong
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Bresson, Georges
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Galesi, Alessandro
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Discussion paper / Tinbergen Institute
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International journal of forecasting
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Tinbergen Institute Discussion Paper
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CREATES research paper
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Econometric analysis of financial and economic time series ; part a
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ECONIS (ZBW)
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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
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1996
Persistent link: https://www.econbiz.de/10000953379
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