<--- Back to Details
First PageDocument Content
Time series analysis / Mathematical finance / Autoregressive conditional heteroskedasticity / Multivariate statistics / Stochastic volatility / Maximum likelihood / Likelihood function / Principal component analysis / Time series / Statistics / Estimation theory / Econometrics
Time series analysis
Mathematical finance
Autoregressive conditional heteroskedasticity
Multivariate statistics
Stochastic volatility
Maximum likelihood
Likelihood function
Principal component analysis
Time series
Statistics
Estimation theory
Econometrics

Add to Reading List

Source URL: www3.imperial.ac.uk

Download Document from Source Website

File Size: 356,09 KB

Share Document on Facebook

Similar Documents

Likelihood Function .... Method of Moments ...........

DocID: 1vn7a - View Document

NOISE ROBUST SPEECH RECOGNITION USING GAUSSIAN BASIS FUNCTIONS FOR NON-LINEAR LIKELIHOOD FUNCTION APPROXIMATION Chris Pal½ ¾ , Brendan Frey½ ¾ and Trausti Kristjansson ½ ¾ ½ ¾

DocID: 1uuy9 - View Document

The shape of the one-dimensional phylogenetic likelihood function

DocID: 1u9Og - View Document

Is Bayes posterior just quick and dirty confidence? D.A.S. Fraser March 9, 2009 Abstract Bayesintroduced the observed likelihood function to statistical inference and provided a weight function to calibrate the p

DocID: 1t5Vr - View Document

On the Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium Models

DocID: 1ryLK - View Document