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~person:"Yu, Jun"
~subject:"Maximum likelihood estimation"
~subject:"Monte Carlo simulation"
~type_genre:"Graue Literatur"
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Search: subject:"Stochastischer Prozess"
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Maximum likelihood estimation
Monte Carlo simulation
Stochastic process
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Stochastischer Prozess
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Yu, Jun
Koopman, Siem Jan
23
Forbes, Catherine Scipione
6
Lucas, André
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Martin, Gael M.
6
Bos, Charles S.
5
Chiarella, Carl
5
Maneesoonthorn, Worapree
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Ooms, Marius
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Chan, Joshua
4
Jansson, Michael
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Kang, Boda
4
Kleijnen, Jack P. C.
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León-González, Roberto
4
Nielsen, Morten Ørregaard
4
Omori, Yasuhiro
4
Platen, Eckhard
4
Scharth, Marcel
4
Shephard, Neil G.
4
Zhang, Xibin
4
Blasques, Francisco
3
Chib, Siddhartha
3
Doucet, Arnaud
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Galli, Fausto
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Kim, Dongwoo
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Lieberman, Offer
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Liesenfeld, Roman
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Mertens, Elmar
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Nason, James Michael
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Neuhoff, Daniel
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Singer, Hermann
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Strachan, Rodney W.
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Trojan, Sebastian
3
Tse, Yiu Kuen
3
Wilhelm, Daniel
3
Abanto-Valle, Carlos A.
2
Baldeaux, Jan
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
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
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, X. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001715835
Saved in:
4
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, Xibin
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001722409
Saved in:
5
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435272
Saved in:
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