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~subject:"Maximum likelihood estimation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Thesis"
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The Gibbs sampler with particle efficient importance sampling for state-space models
Grothe, Oliver
;
Kleppe, Tore Selland
;
Liesenfeld, Roman
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1152-1175
Persistent link: https://www.econbiz.de/10012181399
Saved in:
2
Likelihood evaluation of high-dimensional spatial latent Gaussian models with non-Gaussian response variables
Liesenfeld, Roman
;
Richard, Jean-François
;
Vogler, Jan
- In:
Spatial econometrics: qualitative and limited dependent …
,
(pp. 35-77)
.
2017
Persistent link: https://www.econbiz.de/10011587556
Saved in:
3
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
4
Univariate and multivariate stochastic volatility models : estimation and diagnostics
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 505-531
Persistent link: https://www.econbiz.de/10001782293
Saved in:
5
A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
Saved in:
6
Estimating time series models for count data using efficient importance sampling
Jung, Robert
;
Liesenfeld, Roman
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10001627138
Saved in:
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