A characteristic function-based approach to approximate maximum likelihood estimation
Author:
Affiliation:
1. Department of Economics and Management, University of Trento, Trento, Italy
2. Scuola Normale Superiore, Pisa, Italy
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2017.1348523
Reference24 articles.
1. Simple estimation of the mode of a multivariate density
2. Approximate maximum likelihood estimation of the Bingham distribution
3. Approximate maximum likelihood estimation of the autologistic model
4. A simple approach to the estimation of Tukey's gh distribution
5. Testing for persistence in stock returns with GARCH-stable shocks
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