✦ LIBER ✦

Maximum likelihood estimation of a generalized star(p; 1p) model

✍ Scribed by Silvia Terzi

Book ID: 112788556
Publisher: Springer
Year: 1995
Tongue: English
Weight: 594 KB
Volume: 4
Category: Article
ISSN: 1613-981X
DOI: 10.1007/bf02589121

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Functional maximum-likelihood estimation

Functional maximum-likelihood estimation of ARH(p) models

✍ M. D. Ruiz-Medina; R. Salmerón 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 970 KB

Maximum likelihood estimation of a GARCH

Maximum likelihood estimation of a GARCH-stable model

✍ Shi-Miin Liu; B. Wade Brorsen 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 857 KB

Maximum likelihood estimation of STAR an

Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence

✍ Felix Chan; Michael McAleer 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 223 KB

## Abstract Theoretical and practical interest in non‐linear time series models, particularly regime switching models, have increased substantially in recent years. Given the abundant research activity in analysing time‐varying volatility through Generalized Autoregressive Conditional Heteroscedast

Strong consistency of maximum quasi-like

Strong consistency of maximum quasi-likelihood estimates in generalized linear models

✍ Changming Yin; Lincheng Zhao 📂 Article 📅 2005 🏛 SP Science China Press 🌐 English ⚖ 141 KB

A full Bayesian approach to generalized

A full Bayesian approach to generalized maximum likelihood estimation of generalized extreme value distribution

✍ Seonkyoo Yoon; Woncheol Cho; Jun-Haeng Heo; Chul Eung Kim 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 509 KB

Penalized maximum likelihood estimation

Penalized maximum likelihood estimation of a stochastic multivariate regression model

✍ Elizabeth Hansen; Kung-Sik Chan 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 290 KB