Analysis of a large number of independent replications from short, first order autoregressive type time series is considered. Maximum likelihood estimation (mle) procedure is discussed in both approximate and exact forms. A simulation study is carried out. It is shown that both the approximate and exact mle methods provide unbiased and very efficient (in the minimum mean square sense) estimates for the parameters
SIGLECNRS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
This paper considers estimation and inference in some general non lin-ear time series models which a...
This book provides a general framework for specifying, estimating, and testing time series econometr...
Analysis of a large number of independent replications from short, AR(1) type time series is conside...
The thesis deals with maximum likelihood estimators in time series. The reader becomes familiar with...
This paper looks at the problem of performing likelihood inference for limited dependent processes. ...
This paper looks at the problem of performing likelihood inference for limited dependent processes. ...
In this thesis we will look at some different continuous models for predicting the short term intere...
In this thesis, I develop mean likelihood estimation (MeLE) and maximum likelihood estimation (MLE) ...
To estimate a time series model for multiple individuals, a multilevel model may be used. In this pa...
Abstract—Maximum-likelihood (ML) theory presents an ele-gant asymptotic solution for the estimation ...
This paper develops a new econometric method to estimate continuous time processes from discretely s...
A process generated by a stochastic differential equation driven by pure noise is sampled at irregul...
Abstract. Replicated time series are a particular type of repeated measures, which consist of time-s...
AbstractMaximum likelihood and approximate maximum likelihood estimates of parameters of random proc...
SIGLECNRS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
This paper considers estimation and inference in some general non lin-ear time series models which a...
This book provides a general framework for specifying, estimating, and testing time series econometr...
Analysis of a large number of independent replications from short, AR(1) type time series is conside...
The thesis deals with maximum likelihood estimators in time series. The reader becomes familiar with...
This paper looks at the problem of performing likelihood inference for limited dependent processes. ...
This paper looks at the problem of performing likelihood inference for limited dependent processes. ...
In this thesis we will look at some different continuous models for predicting the short term intere...
In this thesis, I develop mean likelihood estimation (MeLE) and maximum likelihood estimation (MLE) ...
To estimate a time series model for multiple individuals, a multilevel model may be used. In this pa...
Abstract—Maximum-likelihood (ML) theory presents an ele-gant asymptotic solution for the estimation ...
This paper develops a new econometric method to estimate continuous time processes from discretely s...
A process generated by a stochastic differential equation driven by pure noise is sampled at irregul...
Abstract. Replicated time series are a particular type of repeated measures, which consist of time-s...
AbstractMaximum likelihood and approximate maximum likelihood estimates of parameters of random proc...
SIGLECNRS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
This paper considers estimation and inference in some general non lin-ear time series models which a...
This book provides a general framework for specifying, estimating, and testing time series econometr...