On a statistical analysis of implied data (Q651380): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10690-010-9124-2 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2028178267 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5654899 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2715786 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Bootstrap methods: another look at the jackknife / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4794126 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Note on the Consistency of the Maximum Likelihood Estimate / rank | |||
Normal rank |
Latest revision as of 17:19, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On a statistical analysis of implied data |
scientific article |
Statements
On a statistical analysis of implied data (English)
0 references
13 December 2011
0 references
implied default probability
0 references
statistical model
0 references
parametric model
0 references
pseudo maximum likelihood estimator
0 references
consistency
0 references
asymptotic normality
0 references
bootstrap
0 references
delta method
0 references