Parametric estimation of hidden stochastic model by contrast minimization and deconvolution (Q378917): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3123836281 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1202.2559 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle Markov Chain Monte Carlo Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation of the dynamics of a discrete time stochastic volatility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A sequential particle filter method for static models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak dependence. With examples and applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in autoregressive model with measurement error / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency of the maximum likelihood estimator for general hidden Markov models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo Methods in Practice / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3354915 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic volatility models as hidden Markov models and statistical applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Stochastic Variance Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4328700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterated filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Markov chain central limit theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2753033 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3374319 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtering via Simulation: Auxiliary Particle Filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle approximations of the score and observed information matrix in state space models with application to parameter estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank

Latest revision as of 00:51, 7 July 2024

scientific article
Language Label Description Also known as
English
Parametric estimation of hidden stochastic model by contrast minimization and deconvolution
scientific article

    Statements

    Parametric estimation of hidden stochastic model by contrast minimization and deconvolution (English)
    0 references
    0 references
    0 references
    12 November 2013
    0 references
    contrast function
    0 references
    deconvolution
    0 references
    parametric inference
    0 references
    stochastic volatility
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references