Simulation-Based Likelihood Inference for Limited Dependent Processes.

Simulation-Based Likelihood Inference for Limited Dependent Processes.

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This paper looks at the problem of performing likelihood inference for limited dependent processes. Throughout we use simulation to carry out either classical inference through a simulated score method (simulated EM algorithm) or Bayesian analysis. A common theme is to develop computationally robust...

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Bibliographic Details
Main Authors:	Manrique, A, Shephard, N
Format:	Journal article
Language:	English
Published:	1998

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