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