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