JOURNAL ARTICLE
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
Dennis KristensenYongseok Shin
Year: 2005 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Maximum likelihood Nonparametric statistics Econometrics Maximum likelihood sequence estimation Estimation Statistics Computer science Mathematics Economics
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FWCI (Field Weighted Citation Impact)
50
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Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
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