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~subject:"Stochastischer Prozess"
~subject:"USA"
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Search: subject_exact:"Maximum likelihood estimation"
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Stochastischer Prozess
USA
Maximum likelihood estimation
478
Maximum-Likelihood-Schätzung
368
Estimation theory
264
Schätztheorie
264
maximum likelihood estimation
111
Estimation
67
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65
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60
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60
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44
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44
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44
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42
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40
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40
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37
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37
Maximum likelihood
29
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28
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26
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24
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24
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Kim, Donggyu
3
Wang, Yazhen
3
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2
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2
Li, Dong
2
Abbring, Jaap H.
1
Abid, Fathi
1
Amengual, Dante
1
Anderson, Edward J.
1
Avdis, Efstathios
1
Aït-Sahalia, Yacine
1
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1
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1
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1
Biessy, Guillaume
1
Billé, Anna Gloria
1
Boldin, Michael David
1
Brümmer, Bernhard
1
Bu, Ruijun
1
Bun, Maurice J. G.
1
Cagnone, Silvia
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Fergusson, K.
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1
Fernández-Villaverde, Jesús
1
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Journal of econometrics
6
Econometric reviews
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Working paper / National Bureau of Economic Research, Inc.
4
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3
Economics letters
2
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2
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2
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2
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2
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Astin bulletin : the journal of the International Actuarial Association
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Discussion paper / Centre for Economic Policy Research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Han gug gae bal yeon gu
1
IMA journal of management mathematics
1
INFORMS journal on computing : JOC
1
International journal of financial engineering
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Macroeconomics and finance in emerging market economies
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Operations research
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Operations research letters
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
56
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1
A closed-form solution for the stochastic volatility model with applications on international stock markets
Shi, Yanlin
- In:
Journal of the Operational Research Society
74
(
2023
)
4
,
pp. 1183-1197
Persistent link: https://www.econbiz.de/10014334888
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2
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
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3
Hawkes-based models for high frequency financial data
Nyström, Kaj
;
Zhang, Changyong
- In:
Journal of the Operational Research Society
73
(
2022
)
10
,
pp. 2168-2185
Persistent link: https://www.econbiz.de/10013532430
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4
A look at the US business cycles through the lens of a tank model
Jung, Yongseung
- In:
The Singapore economic review
68
(
2023
)
6
,
pp. 1991-2009
Persistent link: https://www.econbiz.de/10014500357
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5
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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6
Efficiency measurement in Norwegian electricity distribution : a generalized four-way-error-component stochastic
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
The energy journal
44
(
2023
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10014249089
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7
A constant gain learning explanation of U.S. post war inflation and unemployment
Mangapuram, Venkata Raamasrinivas
- In:
Journal of quantitative economics
20
(
2022
)
3
,
pp. 701-721
Persistent link: https://www.econbiz.de/10013441697
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8
Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.
;
Chen, Feng
;
Dunsmuir, William T.M.
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
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9
Comparison of the Korean and US stock markets using continuous-time stochastic volatility models
Choi, Seungmoon
- In:
Han gug gae bal yeon gu
40
(
2018
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011954453
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10
Divide and conquer : recursive likelihood function integration for hidden Markov models with continuous latent variables
Reich, Gregor
- In:
Operations research
66
(
2018
)
6
,
pp. 1457-1470
Persistent link: https://www.econbiz.de/10011971637
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