Given the potentially strong, adverse effects of measurement error and the possibility of minimizing these using Hidden Markov models (HMMs), the aim of this thesis ...
Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
The challenge of using small sample sizes for operational risk capital models fitted via maximum likelihood estimation is well recognized, yet the literature generally provides warning examples rather ...
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