## 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
โฆ LIBER โฆ
Marginal Maximum Likelihood Estimation of a Latent Variable Model With Interaction
โ Scribed by Cudeck, R.; Harring, J. R.; du Toit, S. H. C.
- Book ID
- 127120300
- Publisher
- Sage Publications
- Year
- 2009
- Tongue
- English
- Weight
- 175 KB
- Volume
- 34
- Category
- Article
- ISSN
- 1076-9986
No coin nor oath required. For personal study only.
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This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodolog