✦ LIBER ✦

Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation

✍ Scribed by Robin L. Lumsdaine

Book ID: 120945303
Publisher: American Statistical Association
Year: 1995
Tongue: English
Weight: 486 KB
Volume: 13
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1392516

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Consistency and Asymptotic Normality of

Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models

✍ Lumsdaine, Robin L. 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 468 KB

Finite Sample Properties of the Maximum

Finite Sample Properties of the Maximum Likelihood Estimator and of Likelihood Ratio Tests in Hidden Markov Models

✍ S. Michalek; M. Wagner; J. Timmer; W. Vach 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB 👁 2 views

A monte carlo investigation of the role

A monte carlo investigation of the role of coulomb interactions on thermodynamic properties and defect structure of M1 − δO cubic oxides

✍ R. Tetot; B. Nacer; G. Boureau 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 870 KB

Monte Carlo simulations of the CP3 model

Monte Carlo simulations of the CP3 model and U(1) gauge theory in the presence of a θ term

✍ Jan C. Plefka; Stuart Samuel 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 197 KB

Hydrodynamic study of flexibility in imm

Hydrodynamic study of flexibility in immunoglobulin igG1 using Brownian dynamics and the Monte Carlo simulations of a simple model

✍ F. G. Díaz; A. Iniesta; J. García De La Torre 📂 Article 📅 1990 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 563 KB

## Abstract A simple bead model is proposed for the antibody molecule immunoglobulin IgG1. The partial flexibility of the hinge is represented by a quadratic potential associated to the angles between arms. Conformational and hydrodynamic properties are calculated using Monte Carlo (rigid‐body) and