𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic estimation of conditional structure: a review

✍ Scribed by Adrian, Ronald J.


Publisher
Springer
Year
1994
Tongue
English
Weight
934 KB
Volume
53
Category
Article
ISSN
0003-6994

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Stochastic frontier estimation: a review
✍ Vania Sena πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 112 KB πŸ‘ 2 views

The measurement of productive eciency through the estimation of production or cost frontiers has received an increasing amount of attention from both academics and practitioners over the last twenty years. This literature was started by Farrell's seminal paper in 1957, which built upon and . Farrel

State-space stochastic volatility models
✍ Capobianco, Enrico πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 904 KB

Stochastic volatility models (SVMs) represent an important framework for the analysis of financial time series data, together with ARCH-type models; but unlike the latter, the former, at least from the statistical point of view, cannot rely on the possibility of obtaining exact inference, in particu