ECF estimation of Markov models where the transition density is unknown (Q3004024)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ECF estimation of Markov models where the transition density is unknown |
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ECF estimation of Markov models where the transition density is unknown (English)
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31 May 2011
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approximate MLE
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Edgeworth/Gram-Charlier expansion
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empirical characteristic function (ECF)
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