EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Gaussian maximum"
Narrow search

Narrow search

Year of publication
Subject
All
Gaussian maximum likelihood estimator 4 Estimation theory 3 Schätztheorie 3 asymptotic normality 3 consistency 3 ARMA time series models 2 Economic policy uncertainty 2 Fisher information matrix 2 Impact multipliers 2 Independent component analysis 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Non-Gaussian maximum likelihood 2 Time series analysis 2 VARMA 2 Zeitreihenanalyse 2 innovation algorithm 2 martingale difference 2 prewhitening 2 ARMA spatial process 1 Annual Traffic Census 1 Asymptotic normality 1 Auto-Regressive Integrated Moving Average 1 Autocorrelation 1 Autokorrelation 1 Consistency 1 Economic policy 1 Finite sample performance 1 Gaussian Maximum Likelihood 1 Gaussian maximum 1 Impact assessment 1 Increasingly many parameters 1 Multiplier 1 Multiplikator 1 Neural Network 1 Non-Parametric Regression 1 Pseudo Gaussian maximum likelihood 1 Räumliche Interaktion 1 Schock 1 Shock 1
more ... less ...
Online availability
All
Free 5 Undetermined 3
Type of publication
All
Book / Working Paper 5 Article 4
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
Undetermined 5 English 4
Author
All
Yao, Qiwei 3 Bao, Yong 2 Brockwell, Peter J 2 Fiorentini, Gabriele 2 Hua, Ying 2 Moneta, Alessio 2 Papagni, Francesca 2 Brockwell, Peter J. 1 Chan, K. 1 Gupta, Abhimanyu 1 Lam, William 1 Robinson, Peter M. 1 Tam, Mei-Lam 1 Tang, Y. 1
more ... less ...
Institution
All
London School of Economics (LSE) 3
Published in...
All
LSE Research Online Documents on Economics 3 Economics Letters 1 Economics letters 1 Journal of econometrics 1 LEM Working Paper Series 1 LEM working paper series 1 Transportation 1
more ... less ...
Source
All
RePEc 5 ECONIS (ZBW) 3 EconStor 1
Showing 1 - 9 of 9
Cover Image
Identification of one independent shock in structural VARs
Fiorentini, Gabriele; Moneta, Alessio; Papagni, Francesca - 2024
We establish the identification of a specific shock in a structural vector autoregressive model under the assumption that this shock is independent of the other shocks in the system, without requiring the latter shocks to be mutually independent, unlike the typical assumptions in the independent...
Persistent link: https://www.econbiz.de/10015084313
Saved in:
Cover Image
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of econometrics 202 (2018) 1, pp. 92-107
Persistent link: https://www.econbiz.de/10011974555
Saved in:
Cover Image
Identification of one independent shock in structural VARs
Fiorentini, Gabriele; Moneta, Alessio; Papagni, Francesca - 2024
We establish the identification of a specific shock in a structural vector autoregressive model under the assumption that this shock is independent of the other shocks in the system, without requiring the latter shocks to be mutually independent, unlike the typical assumptions in the independent...
Persistent link: https://www.econbiz.de/10015130177
Saved in:
Cover Image
On the Fisher information matrix of a vector ARMA process
Bao, Yong; Hua, Ying - In: Economics letters 123 (2014) 1, pp. 14-16
Persistent link: https://www.econbiz.de/10010399080
Saved in:
Cover Image
On the Fisher information matrix of a vector ARMA process
Bao, Yong; Hua, Ying - In: Economics Letters 123 (2014) 1, pp. 14-16
inverse can be used immediately as the asymptotic covariance matrix of the Gaussian maximum likelihood estimator. We also …
Persistent link: https://www.econbiz.de/10010743691
Saved in:
Cover Image
Gaussian maximum likelihood estimation for ARMA models I: time series
Yao, Qiwei; Brockwell, Peter J. - London School of Economics (LSE) - 2006
We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood estimators for causal …
Persistent link: https://www.econbiz.de/10011126193
Saved in:
Cover Image
Gaussian maximum likelihood estimation for ARMA models I: time series
Yao, Qiwei; Brockwell, Peter J - London School of Economics (LSE) - 2006
We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood estimators for causal …
Persistent link: https://www.econbiz.de/10011126410
Saved in:
Cover Image
Gaussian maximum likelihood estimation for ARMA models II: spatial processes
Yao, Qiwei; Brockwell, Peter J - London School of Economics (LSE) - 2006
This paper examines the Gaussian maximum likelihood estimator (GMLE) in the context of a general form of spatial …
Persistent link: https://www.econbiz.de/10011126532
Saved in:
Cover Image
Short-term Hourly Traffic Forecasts using Hong Kong Annual Traffic Census
Lam, William; Tang, Y.; Chan, K.; Tam, Mei-Lam - In: Transportation 33 (2006) 3, pp. 291-310
-Parametric Regression (NPR) and Gaussian Maximum Likelihood (GML)) were more promising for predicting hourly traffic flows at the selected …
Persistent link: https://www.econbiz.de/10005722766
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...