The following pages link to Stephen E. Satchell (Q1918148):
Displaying 8 items.
- (Q1311216) (redirect page) (← links)
- Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model (Q1311217) (← links)
- The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model (Q1918149) (← links)
- A NOTE ON BAYESIAN INFERENCE IN ASSET PRICING (Q2739271) (← links)
- Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to U.K. Gross Domestic Product (Q3839971) (← links)
- Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643) (← links)
- Statistical modelling of asymmetric risk in asset returns (Q4994405) (← links)
- Statistical properties of co-quantiles and their applications to momentum spillovers (Q6597448) (← links)
