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~person:"Kurita, Takamitsu"
~person:"Lindsay, Kenneth A."
~subject:"Estimation theory"
~subject:"VAR model"
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Search: subject:"Maximum-Likelihood-Methode"
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Estimation theory
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Maximum likelihood estimation
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Kurita, Takamitsu
Lindsay, Kenneth A.
Lee, Lung-fei
20
Koopman, Siem Jan
19
Pesaran, M. Hashem
16
Fiorentini, Gabriele
11
Sentana, Enrique
11
Zakoïan, Jean-Michel
11
Hayakawa, Kazuhiko
10
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9
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9
Phillips, Peter C. B.
9
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8
Christiano, Lawrence J.
7
Hurn, Stan
7
Jin, Fei
7
Kukacka, Jiri
7
McAleer, Michael
7
Nielsen, Morten Ørregaard
7
Tsionas, Efthymios G.
7
Vigfusson, Robert J.
7
Winkelmann, Rainer
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6
Li, Kunpeng
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Monfort, Alain
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Yu, Jihai
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ECONIS (ZBW)
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1
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
Saved in:
2
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Hurn, Stan
;
McClelland, Andrew
;
Lindsay, Kenneth A.
-
2010
Persistent link: https://www.econbiz.de/10008668669
Saved in:
3
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
4
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003859942
Saved in:
5
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
6
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 106-126
Persistent link: https://www.econbiz.de/10009702297
Saved in:
7
Seeing the wood for the trees : a critical evaluation of methods to estimate the parameters of stochastic differential equations
Hurn, Stan
;
Jeisman, J. I.
;
Lindsay, Kenneth A.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 390-455
Persistent link: https://www.econbiz.de/10003518500
Saved in:
8
Estimating the parameters of stochastic differential equations by Monte Carlo methods
Hurn, Stan
;
Lindsay, Kenneth A.
-
1995
Persistent link: https://www.econbiz.de/10000916033
Saved in:
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