Simulation-based likelihood inference for limited dependent processes
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...
| Main Authors: | , |
|---|---|
| Andre forfattere: | |
| Format: | Journal article |
| Sprog: | English |
| Udgivet: |
Blackwell Publishing
1998
|
| Fag: |