Parametric estimation of hidden stochastic model by contrast minimization and deconvolution
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DOI: 10.1007/s00184-013-0430-3
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Cited by:
- Christophe Chesneau & Salima El Kolei & Fabien Navarro, 2022. "Parametric estimation of hidden Markov models by least squares type estimation and deconvolution," Statistical Papers, Springer, vol. 63(5), pages 1615-1648, October.
- El Kolei, Salima & Pelgrin, Florian, 2017. "Parametric inference of autoregressive heteroscedastic models with errors in variables," Statistics & Probability Letters, Elsevier, vol. 130(C), pages 63-70.
- Christophe Chesneau & Salima El Kolei & Fabien Navarro, 2017. "Parametric estimation of hidden Markov models by least squares type estimation and deconvolution," Working Papers 2017-66, Center for Research in Economics and Statistics.
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Keywords
Contrast function; Deconvolution; Parametric inference; Stochastic volatility;All these keywords.
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