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In ecological population management, years of animal counts are fit to nonlinear, dynamic models (e.g. the Ricker model) because the values of the parameters are of interest. The yearly counts are subject to measurement error, which inevitably leads to biased estimates and adversely affects...
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present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the … volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and …
Persistent link: https://www.econbiz.de/10011082748
present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the … volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and …
Persistent link: https://www.econbiz.de/10011082751
present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the … volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and …
Persistent link: https://www.econbiz.de/10011082768
A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive …
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