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~subject:"Maximum likelihood estimation"
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Maximum likelihood estimation
Theorie
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Theory
22
Estimation theory
20
Schätztheorie
20
Stochastic process
8
Stochastischer Prozess
8
Option pricing theory
6
Optionspreistheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Robust statistics
5
Robustes Verfahren
5
Volatility
5
Volatilität
5
Ökonometrie
5
Börsenkurs
4
Econometrics
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Maximum-Likelihood-Schätzung
4
Modellierung
4
Monte Carlo simulation
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Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
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Nonparametric statistics
4
Scientific modelling
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Share price
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Statistical test
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Statistischer Test
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Ökonometrik Schätzung
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Estimation
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High-frequency data
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Micro-market noise
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Portfolio selection
3
Portfolio-Management
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Yield curve
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Zinsstruktur
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1985-1994
2
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English
4
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Kunitomo, Naoto
4
Anderson, Theodore W.
1
Misaki, Hiroumi
1
Sato, Seisho
1
Sawa, Takamitsu
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics series
1
International review of economics & finance : IREF
1
Technical report
1
The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
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Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series
Kunitomo, Naoto
;
Sato, Seisho
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
2
,
pp. 161-190
Persistent link: https://www.econbiz.de/10001470186
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2
Evaluation of the distribution function of the limited information maximum likelihood estimator
Anderson, Theodore W.
;
Kunitomo, Naoto
;
Sawa, Takamitsu
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
4
,
pp. 1009-1027
Persistent link: https://www.econbiz.de/10001835773
Saved in:
3
Asymptotic efficiency and higher order efficiency of the limited information maximum likelihood estimator in large econometric models
Kunitomo, Naoto
-
1982
Persistent link: https://www.econbiz.de/10003611431
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4
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi
;
Kunitomo, Naoto
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
Saved in:
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