On a statistical analysis of implied data (Q651380): Difference between revisions

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Latest revision as of 18:19, 4 July 2024

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On a statistical analysis of implied data
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    On a statistical analysis of implied data (English)
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    13 December 2011
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    implied default probability
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    statistical model
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    parametric model
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    pseudo maximum likelihood estimator
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    consistency
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    asymptotic normality
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    bootstrap
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    delta method
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