Exact Gaussian maximum likelihood and simulation for regularly-spaced observations with Gaussian correlations

Nonparametric inference by quasi-likelihood methods

Spady, R.H
Nuffield Coll. Oxford (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(111) / BLDSC - British Libra...

Autocorrelation-robust inference

Robinson, P.
Velasco, C.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/316) / BLD...

Maximum likelihood estimation for exponential family auto-models

Aykroyd, R.
Haigh, J.
Zimeras, S
Bradford Univ. (United Kingdom). Dept. of Mathematics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:7673.051(SOR 94-60) / BLDSC - Britis...

On the consistency of the maximum likelihood estimator with dependent observations

Magnus, J.R
Heijmans, R.D.H.
London School of Economics and Political Science (United Kingdom) . International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25297(On) / BLDSC - British Library Doc...

Approximation to the determinant term in maximum likelihood estimation of Gaussian spatial models

Martin, R
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--384/91) / BLDSC ...

Some practical issues in maximum simulated likelihood

Hajivassiliou, V.A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/340) / BLDSC - British Li...

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

Gaussian estimation of a continuous time dynamic model with common stochastic trends

Simos, T.
Strathclyde Univ., Glasgow (United Kingdom). International Centre for Macroeconomic Modelling

Available from British Library Document Supply Centre-DSC:3597.36425(no 18) / BLDSC - British Librar...

Quasi-maximum likelihood estimation of stochastic variance models

Ruiz, E
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.442(STICERD-DP-EM--92/244) / BL...

Computing the Gaussian likelihood for the parameters of an open second order continuous time dynamic model with mixed stock and flow data

Bergstrom, A.R
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.973(EU-DE-DPS--312) / BLDSC - B...

On the density of the maximum likelihood estimator

Hillier, G.
Armstrong, M.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9645) / BLDSC - British Libr...

Subroutines for estimation by maximum likelihood and by maximum product of spacings in the inverse Gaussian, Weibull, gamma, extreme value, lognormal and exponential distributions

Newby, M.J
Bradford Univ. (United Kingdom). School of Mathematical Sciences

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:7673.051(86-7) / BLDSC - British Lib...

Constrained correlation functions from the Millennium Simulation

P. Wilking
R. Röseler
P. Schneider

October 2015

Context. In previous work, we developed a quasi-Gaussian approximation for the likelihood of correla...

Likelihood inference for discretely observed non-linear diffusions

Elerian, O.
Chib, S.
Shephard, N.
Nuffield Coll. Oxford (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(146) / BLDSC - British Libra...

Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence

Giraitis, L.
Robinson, P.
Samarov, A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/323) / BLDSC - British Li...

Nonparametric inference by quasi-likelihood methods

Spady, R.H
Nuffield Coll. Oxford (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(111) / BLDSC - British Libra...

Autocorrelation-robust inference

Robinson, P.
Velasco, C.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/316) / BLD...

Maximum likelihood estimation for exponential family auto-models

Aykroyd, R.
Haigh, J.
Zimeras, S
Bradford Univ. (United Kingdom). Dept. of Mathematics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:7673.051(SOR 94-60) / BLDSC - Britis...

On the consistency of the maximum likelihood estimator with dependent observations

Magnus, J.R
Heijmans, R.D.H.
London School of Economics and Political Science (United Kingdom) . International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25297(On) / BLDSC - British Library Doc...

Approximation to the determinant term in maximum likelihood estimation of Gaussian spatial models

Martin, R
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--384/91) / BLDSC ...

Some practical issues in maximum simulated likelihood

Hajivassiliou, V.A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/340) / BLDSC - British Li...

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

Gaussian estimation of a continuous time dynamic model with common stochastic trends

Simos, T.
Strathclyde Univ., Glasgow (United Kingdom). International Centre for Macroeconomic Modelling

Available from British Library Document Supply Centre-DSC:3597.36425(no 18) / BLDSC - British Librar...

Quasi-maximum likelihood estimation of stochastic variance models

Ruiz, E
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.442(STICERD-DP-EM--92/244) / BL...

Computing the Gaussian likelihood for the parameters of an open second order continuous time dynamic model with mixed stock and flow data

Bergstrom, A.R
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.973(EU-DE-DPS--312) / BLDSC - B...

On the density of the maximum likelihood estimator

Hillier, G.
Armstrong, M.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9645) / BLDSC - British Libr...

Subroutines for estimation by maximum likelihood and by maximum product of spacings in the inverse Gaussian, Weibull, gamma, extreme value, lognormal and exponential distributions

Newby, M.J
Bradford Univ. (United Kingdom). School of Mathematical Sciences

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:7673.051(86-7) / BLDSC - British Lib...

Constrained correlation functions from the Millennium Simulation

P. Wilking
R. Röseler
P. Schneider

October 2015

Context. In previous work, we developed a quasi-Gaussian approximation for the likelihood of correla...

Likelihood inference for discretely observed non-linear diffusions

Elerian, O.
Chib, S.
Shephard, N.
Nuffield Coll. Oxford (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(146) / BLDSC - British Libra...

Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence

Giraitis, L.
Robinson, P.
Samarov, A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/323) / BLDSC - British Li...

Nonparametric inference by quasi-likelihood methods

Spady, R.H
Nuffield Coll. Oxford (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(111) / BLDSC - British Libra...

Autocorrelation-robust inference

Robinson, P.
Velasco, C.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/316) / BLD...

Maximum likelihood estimation for exponential family auto-models

Aykroyd, R.
Haigh, J.
Zimeras, S
Bradford Univ. (United Kingdom). Dept. of Mathematics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:7673.051(SOR 94-60) / BLDSC - Britis...

Exact Gaussian maximum likelihood and simulation for regularly-spaced observations with Gaussian correlations

Abstract

Extracted data

Exact Gaussian maximum likelihood and simulation for regularly-spaced observations with Gaussian correlations

Abstract

Extracted data

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