Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions

Qingfeng Liu; Yoshihiko Nishiyama

doi:10.1016/j.matcom.2008.01.007

Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2008.01.007 ◽

2008 ◽

Vol 78 (2-3) ◽

pp. 341-350 ◽

Cited By ~ 2

Author(s):

Qingfeng Liu ◽

Yoshihiko Nishiyama

Keyword(s):

Empirical Likelihood ◽

Continuous Time ◽

Likelihood Estimation ◽

Characteristic Functions ◽

Maximum Empirical Likelihood Estimation ◽

Continuous Time Models

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Maximum empirical likelihood estimation and related topics

Electronic Journal of Statistics ◽

10.1214/18-ejs1471 ◽

2018 ◽

Vol 12 (2) ◽

pp. 2962-2994

Author(s):

Hanxiang Peng ◽

Anton Schick

Keyword(s):

Empirical Likelihood ◽

Likelihood Estimation ◽

Maximum Empirical Likelihood Estimation

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The empty set and zero likelihood problems in maximum empirical likelihood estimation

Electronic Journal of Statistics ◽

10.1214/12-ejs750 ◽

2012 ◽

Vol 6 (0) ◽

pp. 2356-2361 ◽

Cited By ~ 3

Author(s):

Wicher Bergsma ◽

Marcel Croon ◽

L. Andries van der Ark

Keyword(s):

Empirical Likelihood ◽

Likelihood Estimation ◽

Maximum Empirical Likelihood Estimation

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Maximum empirical likelihood estimation of time delay in independently and identically distributed noise

IET Signal Processing ◽

10.1049/iet-spr.2013.0268 ◽

2014 ◽

Vol 8 (7) ◽

pp. 720-728 ◽

Cited By ~ 4

Author(s):

Gustavo K. Rohde ◽

Frank Bucholtz ◽

Jonathan M. Nichols

Keyword(s):

Time Delay ◽

Empirical Likelihood ◽

Likelihood Estimation ◽

Maximum Empirical Likelihood Estimation ◽

Estimation Of Time

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Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution

The Annals of Statistics ◽

10.1214/08-aos677 ◽

2009 ◽

Vol 37 (5B) ◽

pp. 2953-2989 ◽

Cited By ~ 38

Author(s):

John H. J. Einmahl ◽

Johan Segers

Keyword(s):

Empirical Likelihood ◽

Spectral Measure ◽

Extreme Value Distribution ◽

Likelihood Estimation ◽

Extreme Value ◽

Value Distribution ◽

Maximum Empirical Likelihood Estimation

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Maximum Empirical Likelihood Estimation In A Heteroscedastic Linear Regression ModelWith Possibly Missing Responses

Sri Lankan Journal of Applied Statistics ◽

10.4038/sljastats.v5i4.7791 ◽

2014 ◽

Vol 5 (4) ◽

pp. 209

Author(s):

Anton Schick ◽

Yilin Zhu

Keyword(s):

Linear Regression ◽

Empirical Likelihood ◽

Likelihood Estimation ◽

Missing Responses ◽

Maximum Empirical Likelihood Estimation

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Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution

SSRN Electronic Journal ◽

10.2139/ssrn.1137520 ◽

2008 ◽

Cited By ~ 2

Author(s):

John H. J. Einmahl ◽

Johan Segers

Keyword(s):

Empirical Likelihood ◽

Spectral Measure ◽

Extreme Value Distribution ◽

Likelihood Estimation ◽

Extreme Value ◽

Value Distribution ◽

Maximum Empirical Likelihood Estimation

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Diagnosing Multivariate Continuous-Time Models with Application to Affine Term Structure Models

SSRN Electronic Journal ◽

10.2139/ssrn.858724 ◽

2005 ◽

Cited By ~ 2

Author(s):

Bin Chen ◽

Yongmiao Hong

Keyword(s):

Term Structure ◽

Continuous Time ◽

Affine Term Structure ◽

Affine Term Structure Models ◽

Term Structure Models ◽

Continuous Time Models

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Continuous-Time Models in Corporate Finance, Banking, and Insurance

10.2307/j.ctvc774r0 ◽

2018 ◽

Cited By ~ 1

Author(s):

Santiago Moreno-Bromberg ◽

Jean-Charles Rochet

Keyword(s):

Corporate Finance ◽

Continuous Time ◽

Continuous Time Models

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Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples

Journal of Applied Statistics ◽

10.1080/02664763.2021.1899142 ◽

2021 ◽

pp. 1-16

Author(s):

Şenay Özdemir ◽

Yeşim Güney ◽

Yetkin Tuaç ◽

Olcay Arslan

Keyword(s):

Linear Regression ◽

Empirical Likelihood ◽

Regression Models ◽

Likelihood Estimation ◽

Linear Regression Models ◽

Numerical Examples ◽

Error Terms

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Identification of MIMO Continuous-Time Models Using Simultaneous Step Inputs

Industrial & Engineering Chemistry Research ◽

10.1021/acs.iecr.5b00481 ◽

2015 ◽

Vol 54 (29) ◽

pp. 7251-7260 ◽

Cited By ~ 1

Author(s):

Salim Ahmed ◽

Syed A. Imtiaz

Keyword(s):

Continuous Time ◽

Continuous Time Models

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