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  • Search: subject:"parameter identifiability"
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Year of publication
Subject
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parameter identifiability 2 ARCH model 1 ARCH-Modell 1 Differential equation models 1 Estimation 1 Estimation theory 1 GARCH 1 Markov chain Monte Carlo 1 Maximum likelihood estimation 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Over-parameterized models 1 Parameter identifiability 1 Schätztheorie 1 Schätzung 1 Time series analysis 1 Zeitreihenanalyse 1 discrete Bayesian network 1 efficiency 1 hidden variables 1 kernel 1 semiparametric 1
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Undetermined 2
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 research-article 1
Language
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English 2 Undetermined 1
Author
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Allman, Elizabeth S. 1 Campbell, David 1 Di, Jianing 1 Gangopadhyay, Ashis 1 Lele, Subhash 1 Rhodes, John A. 1 Stanghellini, Elena 1 Valtorta, Marco 1
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Published in...
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Computational Statistics & Data Analysis 1 Journal of Causal Inference 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1
Source
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ECONIS (ZBW) 1 RePEc 1 Other ZBW resources 1
Showing 1 - 3 of 3
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Parameter Identifiability of Discrete Bayesian Networks with Hidden Variables
Allman, Elizabeth S.; Rhodes, John A.; Stanghellini, Elena - In: Journal of Causal Inference 3 (2015) 2, pp. 189-205
. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the …
Persistent link: https://www.econbiz.de/10014610815
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An ANOVA test for parameter estimability using data cloning with application to statistical inference for dynamic systems
Campbell, David; Lele, Subhash - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 257-267
. Because of the variety of causes, identifying a lack of parameter identifiability typically requires the mathematical …
Persistent link: https://www.econbiz.de/10010719674
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One-step semiparametric estimation of the GARCH model
Di, Jianing; Gangopadhyay, Ashis - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
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