Empirical Characteristic Function Estimation and Its Applications
This paper reviews the method of model-fitting via the empirical characteristic function. The advantage of using this procedure is that one can avoid difficulties inherent in calculating or maximizing the likelihood function. Thus it is a desirable estimation method when the maximum likelihood appro...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2004
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/358 https://ink.library.smu.edu.sg/context/soe_research/article/1357/viewcontent/SSRN_id553701.pdf |
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| Institution: | Singapore Management University |
| Language: | English |