A stable estimator of the information matrix under EM for dependent data
10.1007/s11222-009-9149-4
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sg-nus-scholar.10635-444182024-04-04T00:33:10Z A stable estimator of the information matrix under EM for dependent data Duan, J.-C. Fulop, A. FINANCE EM GARCH Information matrix Kalman filter Maximum likelihood Particle filter 10.1007/s11222-009-9149-4 Statistics and Computing 21 1 83-91 2013-10-09T08:05:55Z 2013-10-09T08:05:55Z 2011 Article Duan, J.-C., Fulop, A. (2011). A stable estimator of the information matrix under EM for dependent data. Statistics and Computing 21 (1) : 83-91. ScholarBank@NUS Repository. https://doi.org/10.1007/s11222-009-9149-4 09603174 http://scholarbank.nus.edu.sg/handle/10635/44418 000285363700007 Scopus |
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National University of Singapore |
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NUS Library |
| continent |
Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| topic |
EM GARCH Information matrix Kalman filter Maximum likelihood Particle filter |
| spellingShingle |
EM GARCH Information matrix Kalman filter Maximum likelihood Particle filter Duan, J.-C. Fulop, A. A stable estimator of the information matrix under EM for dependent data |
| description |
10.1007/s11222-009-9149-4 |
| author2 |
FINANCE |
| author_facet |
FINANCE Duan, J.-C. Fulop, A. |
| format |
Article |
| author |
Duan, J.-C. Fulop, A. |
| author_sort |
Duan, J.-C. |
| title |
A stable estimator of the information matrix under EM for dependent data |
| title_short |
A stable estimator of the information matrix under EM for dependent data |
| title_full |
A stable estimator of the information matrix under EM for dependent data |
| title_fullStr |
A stable estimator of the information matrix under EM for dependent data |
| title_full_unstemmed |
A stable estimator of the information matrix under EM for dependent data |
| title_sort |
stable estimator of the information matrix under em for dependent data |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/44418 |
| _version_ |
1795373764831084544 |