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  • Search: subject:"Predictive recursion marginal likelihood"
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Aktienmarkt 1 Algorithm 1 Algorithmus 1 Autocorrelation 1 Autokorrelation 1 Börsenkurs 1 Estimation theory 1 Forecasting model 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 PR-EM algorithm 1 Predictive recursion marginal likelihood 1 Prognoseverfahren 1 Schätztheorie 1 Share price 1 Stock market 1 Threshold autoregressive 1 Time series analysis 1 Zeitreihenanalyse 1
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Aufsatz im Buch 1 Book section 1
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English 1
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Pathairat Pastpipatkul 1 Songsak Sriboonchitta 1 Woraphon Yamaka 1
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Robustness in econometrics 1
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Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul; Woraphon Yamaka; Songsak … - In: Robustness in econometrics, (pp. 349-362). 2017
Persistent link: https://www.econbiz.de/10011801427
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