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...

Bibliográfalaš dieđut
Váldodahkkit:	Manrique, A, Shephard, N
Materiálatiipa:	Journal article
Giella:	English
Almmustuhtton:	1998

Geahča maid

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