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  • Search: subject:"Sequential maximum likelihood"
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Subject
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Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Dependence 1 Estimation theory 1 Forecasting 1 Forecasting model 1 Markov chain 1 Markov-Kette 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Multivariate Analyse 1 Multivariate Verteilung 1 Multivariate analysis 1 Multivariate distribution 1 Pair-copula 1 Prognoseverfahren 1 Reflected generalized Ornstein–Uhlenbeck 1 Schätztheorie 1 Sequential maximum likelihood 1 Sequential maximum likelihood estimator 1 Time series analysis 1 Zeitreihenanalyse 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Bo, Lijun 1 Krüger, Daniel 1 Min, Aleksey 1 Nagler, Thomas 1 Yang, Xuewei 1
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Journal of econometrics 1 Statistics & Probability Letters 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Stationary vine copula models for multivariate time series
Nagler, Thomas; Krüger, Daniel; Min, Aleksey - In: Journal of econometrics 227 (2022) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
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Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes
Bo, Lijun; Yang, Xuewei - In: Statistics & Probability Letters 82 (2012) 7, pp. 1374-1382
In this paper, we investigate a sequential maximum likelihood estimator of the unknown drift parameter for a class of … negative drift and positive drift, we prove that the sequential maximum likelihood estimator of the drift parameter is closed …
Persistent link: https://www.econbiz.de/10010576140
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