Efficient likelihood estimation in state space models (Q449965): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M09 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6075580 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
consistency | |||
| Property / zbMATH Keywords: consistency / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
efficiency | |||
| Property / zbMATH Keywords: efficiency / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
ARMA models | |||
| Property / zbMATH Keywords: ARMA models / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
(G)ARCH models | |||
| Property / zbMATH Keywords: (G)ARCH models / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic volatility models | |||
| Property / zbMATH Keywords: stochastic volatility models / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
asymptotic normality | |||
| Property / zbMATH Keywords: asymptotic normality / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
asymptotic expansion | |||
| Property / zbMATH Keywords: asymptotic expansion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Markov switching models | |||
| Property / zbMATH Keywords: Markov switching models / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
maximum likelihood | |||
| Property / zbMATH Keywords: maximum likelihood / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
incomplete data | |||
| Property / zbMATH Keywords: incomplete data / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
iterated random functions | |||
| Property / zbMATH Keywords: iterated random functions / rank | |||
Normal rank | |||
Revision as of 10:04, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient likelihood estimation in state space models |
scientific article |
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
