ECF estimation of Markov models where the transition density is unknown (Q3004024): Difference between revisions

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Latest revision as of 02:23, 4 July 2024

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ECF estimation of Markov models where the transition density is unknown
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    ECF estimation of Markov models where the transition density is unknown (English)
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    31 May 2011
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    approximate MLE
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    Edgeworth/Gram-Charlier expansion
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    empirical characteristic function (ECF)
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