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Estimation in the presence of many nuisance parameters: Composite likelihood and plug-in likelihood (2013)

First Author: Wu B

Attributed to: High-Dimensional Time Series, Common Factors, and Nonstationarity funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2013.03.017

Publication URI: http://dx.doi.org/10.1016/j.spa.2013.03.017

Type: Journal Article/Review

Parent Publication: Stochastic Processes and their Applications

Issue: 7