Likelihood analysis of non-Gaussian parameter-driven models:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford
Nuffield College
1995
|
| Series: | Discussion papers in economics
108 |
| Subjects: | |
| Physical Description: | 41 S. graph. Darst. |
Staff View
MARC
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| indexdate | 2024-07-09T17:55:53Z |
| institution | BVB |
| language | English |
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| physical | 41 S. graph. Darst. |
| publishDate | 1995 |
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| series | Discussion papers in economics |
| series2 | Discussion papers in economics |
| spelling | Shephard, Neil Verfasser aut Likelihood analysis of non-Gaussian parameter-driven models Neil Shephard and Michael K. Pitt Oxford Nuffield College 1995 41 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion papers in economics 108 Economics, economic history and consumer affairs sigle Wirtschaft Economics Schätztheorie (DE-588)4121608-8 gnd rswk-swf Schätztheorie (DE-588)4121608-8 s DE-604 Pitt, Michael K. Verfasser aut Discussion papers in economics 108 (DE-604)BV010321898 108 |
| spellingShingle | Shephard, Neil Pitt, Michael K. Likelihood analysis of non-Gaussian parameter-driven models Discussion papers in economics Economics, economic history and consumer affairs sigle Wirtschaft Economics Schätztheorie (DE-588)4121608-8 gnd |
| subject_GND | (DE-588)4121608-8 |
| title | Likelihood analysis of non-Gaussian parameter-driven models |
| title_auth | Likelihood analysis of non-Gaussian parameter-driven models |
| title_exact_search | Likelihood analysis of non-Gaussian parameter-driven models |
| title_full | Likelihood analysis of non-Gaussian parameter-driven models Neil Shephard and Michael K. Pitt |
| title_fullStr | Likelihood analysis of non-Gaussian parameter-driven models Neil Shephard and Michael K. Pitt |
| title_full_unstemmed | Likelihood analysis of non-Gaussian parameter-driven models Neil Shephard and Michael K. Pitt |
| title_short | Likelihood analysis of non-Gaussian parameter-driven models |
| title_sort | likelihood analysis of non gaussian parameter driven models |
| topic | Economics, economic history and consumer affairs sigle Wirtschaft Economics Schätztheorie (DE-588)4121608-8 gnd |
| topic_facet | Economics, economic history and consumer affairs Wirtschaft Economics Schätztheorie |
| volume_link | (DE-604)BV010321898 |
| work_keys_str_mv | AT shephardneil likelihoodanalysisofnongaussianparameterdrivenmodels AT pittmichaelk likelihoodanalysisofnongaussianparameterdrivenmodels |