Efficient likelihood estimation in state space models (Q449965)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient likelihood estimation in state space models |
scientific article |
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Efficient likelihood estimation in state space models (English)
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3 September 2012
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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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