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Maximum Simulated Likelihood Methods and Applications

Om Maximum Simulated Likelihood Methods and Applications

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.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9780857241498
  • Bindende:
  • Hardback
  • Sider:
  • 363
  • Utgitt:
  • 3. desember 2010
  • Dimensjoner:
  • 308x162x26 mm.
  • Vekt:
  • 660 g.
  • BLACK NOVEMBER
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Leveringstid: 2-4 uker
Forventet levering: 18. desember 2024

Beskrivelse av Maximum Simulated Likelihood Methods and Applications

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.

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