✦ LIBER ✦

Asymptotic Likelihood Theory for Diffusion Processes

✍ Scribed by B. M. Brown and J. I. Hewitt

Book ID: 120648245
Publisher: Applied Probability Trust
Year: 1975
Tongue: English
Weight: 734 KB
Volume: 12
Category: Article
ISSN: 0021-9002
DOI: 10.2307/3212436

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic Palm likelihood theory for st

Asymptotic Palm likelihood theory for stationary point processes

✍ Michaela Prokešová, Eva B. Vedel Jensen 📂 Article 📅 2012 🏛 Springer Japan 🌐 English ⚖ 308 KB

Asymptotic behavior of maximum likelihoo

Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes

✍ M. Barczy; G. Pap 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 289 KB

Maximum-Likelihood Asymptotic Inference

Maximum-Likelihood Asymptotic Inference for Autoregressive Hilbertian Processes

✍ Ruiz-Medina, M. D.; Espejo, R. M. 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 894 KB

ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD R

ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES

✍ Sándor Veres 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 556 KB

Asymptotic theory for multivariate GARCH

Asymptotic theory for multivariate GARCH processes

✍ F. Comte; O. Lieberman 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 272 KB

We provide in this paper asymptotic theory for the multivariate GARCHðp; qÞ process. Strong consistency of the quasi-maximum likelihood estimator (MLE) is established by appealing to conditions given by Jeantheau (Econometric Theory 14 (1998), 70) in conjunction with a result given by Boussama (Ergo

Empirical likelihood inference for diffu

Empirical likelihood inference for diffusion processes with jumps

✍ ZhengYan Lin; HanChao Wang 📂 Article 📅 2010 🏛 SP Science China Press 🌐 English ⚖ 224 KB