Temporally Local Maximum Likelihood with Application to SIS Model
Work
Year: 2023
Type: article
Abstract: The parametric estimators applied by rolling are commonly used for the analysis of time series with nonlinear patterns, including time varying parameters and local trends. This paper examines the pro... more
Authors Christian Gouriéroux, Joann Jasiak
Cites: 62
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Related to: 10
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Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Good health and well-being
Open Access status: green