Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models (Q4828200): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9469.00332 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2138167381 / rank | |||
Normal rank | |||
Revision as of 20:37, 19 March 2024
scientific article; zbMATH DE number 2118808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models |
scientific article; zbMATH DE number 2118808 |
Statements
Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models (English)
0 references
24 November 2004
0 references
conditional likelihood
0 references
diffusion process
0 references
discrete time observations
0 references
hidden Markov model
0 references
parametric inference
0 references
stochastic volatility
0 references
