Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large.
Cheng HsiaoQiankun ZhouPublished in: Stat. Methods Appl. (2016)
Keyphrases
- maximum likelihood estimation
- mixture of gaussians
- probability distribution
- maximum likelihood
- em algorithm
- parameter estimation
- density function
- probability density
- expectation maximization
- multivariate gaussian
- laplace transform
- boltzmann machine
- probability density function
- probabilistic model
- similarity measure
- image processing
- gaussian distribution
- data streams
- image segmentation
- data mining