A closed-form quasi-maximum likelihood estimator of bid-ask spread.

Weiyi Liu Die Wan Wei Chen

Published in: Commun. Stat. Simul. Comput. (2022)

Keyphrases

closed form
maximum likelihood estimator
partition function
variational bayes
hyperparameters
maximum likelihood
exponential family
point correspondences
closed form solutions
image sequences
feature extraction
markov random field
prior information