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autoregressive models
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maximum trimmed likelihood estimation
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Maximum
trimmed
likelihood
estimation
for discrete multivariate Vasicek processes
Fullerton, Thomas M.
;
Pokojovy, Michael
;
Anum, Andrews T.
; …
- In:
Economies : open access journal
13
(
2025
)
3
,
pp. 1-28
model violations, a
maximum
trimmed
likelihood
estimation
(MTLE) approach is utilized to derive a system of nonlinear …
Persistent link: https://www.econbiz.de/10015338665
Saved in:
2
Maximum
trimmed
likelihood
estimation
for discrete multivariate Vasicek processes
Fullerton, Thomas M.
;
Pokojovy, Michael
;
Anum, Andrews T.
; …
- In:
Economies
13
(
2025
)
3
,
pp. 1-28
model violations, a
maximum
trimmed
likelihood
estimation
(MTLE) approach is utilized to derive a system of nonlinear …
Persistent link: https://www.econbiz.de/10015469169
Saved in:
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