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Asymptotic properties of adaptive maximum likelihood estimators in latent variable models

โœ Scribed by Bianconcini, Silvia


Book ID
124158234
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Year
2014
Tongue
English
Weight
216 KB
Volume
20
Category
Article
ISSN
1350-7265

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## Abstract Recently, Fridman and Harris proposed a method which allows one to approximate the likelihood of the basic stochastic volatility model. They also propose to estimate the parameters of such a model maximising the approximate likelihood by an algorithm which makes use of numerical derivat