Spring til hovednavigation
Spring til søgning
Spring til hovedindhold
Københavns Universitets forskningsportal Forside
Hjælp og OSS
Dansk
English
Forside
Profiler
Publikation
Forskningsenheder
Presse/medier
Aktiviteter
Priser
???studenttheses???
Forskningsdatasæt
Søg efter ekspertise, navn eller tilknytning
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models
Francisco Blasques, Paolo Gorgi, Siem Jan Koopman, Olivier Wintenberger
Institut for Matematiske Fag
8
Citationer (Scopus)
19
Downloads (Pure)
Oversigt
Fingeraftryk
Fingeraftryk
Dyk ned i forskningsemnerne om 'Feasible invertibility conditions and maximum likelihood estimation for observation-driven models'. Sammen danner de et unikt fingeraftryk.
Sorter
Vægt
Alfabetisk
Matematik
Invertibility
58%
Maximum Likelihood Estimation
50%
Maximum Likelihood Estimator
47%
Time Series Models
40%
Observation
35%
Misspecified Model
25%
GARCH Model
24%
Quasi-maximum Likelihood
24%
Asymptotic Test
23%
Confidence Bounds
23%
Asymptotic Theory
19%
Model
17%
Relevance
17%
Parameter Space
16%
Maximum Likelihood
15%
Class
5%
Erhverv og økonomi
Maximum Likelihood Estimation
100%
Maximum Likelihood Estimator
43%
Time Series Models
38%
Quasi-maximum Likelihood Estimator
26%
Asymptotic Theory
24%
Practical Relevance
22%
GARCH Model
18%
Maximum Likelihood
18%
Confidence
14%