Efficient likelihood estimation in state space models (Q449965): Difference between revisions
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On some problems in the article ``Efficient likelihood estimation in state space models'' by Cheng-Der Fuh | |||||||||||||||
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scientific article; zbMATH DE number 5686535 | |||||||||||||||
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On some problems in the article ``Efficient likelihood estimation in state space models'' by Cheng-Der Fuh (English) | |||||||||||||||
| Property / title: On some problems in the article ``Efficient likelihood estimation in state space models'' by Cheng-Der Fuh (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 1373.62448 / rank | |||||||||||||||
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| Property / DOI: 10.1214/09-AOS748A / rank | |||||||||||||||
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| Property / author: Jens Ledet Jensen / rank | |||||||||||||||
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24 March 2010
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| Property / publication date: 24 March 2010 / rank | |||||||||||||||
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| Property / full work available at URL: https://arxiv.org/abs/1002.4959 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62M05 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 5686535 / rank | |||||||||||||||
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Revision as of 12:26, 29 April 2024
scientific article; zbMATH DE number 5686535
- On some problems in the article ``Efficient likelihood estimation in state space models'' by Cheng-Der Fuh
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient likelihood estimation in state space models |
scientific article; zbMATH DE number 5686535 |
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Statements
Efficient likelihood estimation in state space models (English)
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On some problems in the article ``Efficient likelihood estimation in state space models'' by Cheng-Der Fuh (English)
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3 September 2012
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24 March 2010
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consistency
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efficiency
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ARMA models
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(G)ARCH models
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stochastic volatility models
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asymptotic normality
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asymptotic expansion
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Markov switching models
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maximum likelihood
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incomplete data
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iterated random functions
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