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Signal processing / Statistical tests / Statistical inference / Maximum likelihood / Likelihood-ratio test / Normal distribution / Minimum mean square error / Autoregressive conditional heteroskedasticity / Fisher information / Statistics / Estimation theory / Statistical theory


TI[removed]Tinbergen Institute Discussion Paper A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model
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Document Date: 2003-04-20 17:47:42

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City

Rotterdam / /

Company

Pearson / Cox / /

Country

Netherlands / /

Facility

University of York / Tinbergen Institute / Lucas University of York / Nearly Integrated Non-Gaussian Model Karim M. Abadir André Lucas Tinbergen Institute The Tinbergen Institute / /

Holiday

Assumption / /

Organization

Dutch Organization for Scienti / Tinbergen Institute / University of York / /

Person

Karim Abadir / /

/

Position

THE NEARLY INTEGRATED NON-GAUSSIAN MODEL / second author / /

URL

http /

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