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Anglický jazyk
Maximum Simulated Likelihood Methods and Applications
Autor: William Greene
This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite... Viac o knihe
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O knihe
This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.
- Vydavateľstvo: Emerald Group Publishing Limited
- Rok vydania: 2010
- Formát: Hardback
- Rozmer: 240 x 161 mm
- Jazyk: Anglický jazyk
- ISBN: 9780857241498
