ECF estimation of Markov models where the transition density is unknown (Q3004024): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:19, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | ECF estimation of Markov models where the transition density is unknown |
scientific article |
Statements
ECF estimation of Markov models where the transition density is unknown (English)
0 references
31 May 2011
0 references
approximate MLE
0 references
Edgeworth/Gram-Charlier expansion
0 references
empirical characteristic function (ECF)
0 references