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~person:"Yu, Jun"
~subject:"Maximum likelihood estimation"
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Search: subject:"Stochastischer Prozess"
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Maximum likelihood estimation
Stochastic process
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19
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12
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Yu, Jun
Koopman, Siem Jan
21
Hurn, Stan
8
Jansson, Michael
8
Ooms, Marius
8
Liesenfeld, Roman
7
Nielsen, Morten Ørregaard
7
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6
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5
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Lucas, André
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Santa-Clara, Pedro
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Sørensen, Michael
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Chib, Siddhartha
4
Collet, J.
4
Shephard, Neil G.
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Zakoïan, Jean-Michel
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Aït-Sahalia, Yacine
3
Bos, Charles S.
3
Galli, Fausto
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Kim, Donggyu
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Kimmel, Robert
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Kleppe, Tore Selland
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Kumbhakar, Subal
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Li, Dong
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Malik, Sheheryar
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Nakajima, Jouchi
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Omori, Yasuhiro
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Pitt, Michael K.
3
Richard, Jean-François
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Wang, Yazhen
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ECONIS (ZBW)
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1
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:
2
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
3
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
Saved in:
4
Empirical characteristic functions estimation and its applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
Saved in:
5
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
6
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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