Efficient likelihood estimation in state space models (Q449965): Difference between revisions
From MaRDI portal
Changed an Item |
EloiFerrer (talk | contribs) Changed label, description and/or aliases in en, and other parts |
||
| description / en | description / en | ||
Revision as of 13:26, 29 April 2024
No description defined
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient likelihood estimation in state space models |
No description defined |
Statements
Efficient likelihood estimation in state space models (English)
0 references
3 September 2012
0 references
consistency
0 references
efficiency
0 references
ARMA models
0 references
(G)ARCH models
0 references
stochastic volatility models
0 references
asymptotic normality
0 references
asymptotic expansion
0 references
Markov switching models
0 references
maximum likelihood
0 references
incomplete data
0 references
iterated random functions
0 references
