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Survey sampling : a necessary journey in the prediction world
Bjørnstad, Jan F. - 2010
Persistent link: https://www.econbiz.de/10003937307
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Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano - In: Computational economics 36 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
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Maximum likelihood estimation of the multivariate normal mixture model
Boldea, Otilia; Magnus, Jan R. - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1539-1549
Persistent link: https://www.econbiz.de/10003993028
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GARCH parameter estimation using high-frequency data
Visser, Marcel P. - In: Journal of financial econometrics : official journal of … 9 (2011) 1, pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
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Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W. K.; Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009354607
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Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction
An, Xin; Liu, Shulin; Xu, Shuo - In: Computational economics 38 (2011) 4, pp. 439-463
Persistent link: https://www.econbiz.de/10009356901
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Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - 2010
Persistent link: https://www.econbiz.de/10009406538
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Merits and drawbacks of variance targeting in GARCH models
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Journal of financial econometrics : official journal of … 9 (2011) 4, pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
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Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos; Dotsis, George - In: Journal of empirical finance 18 (2011) 3, pp. 533-545
Persistent link: https://www.econbiz.de/10009302070