Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood.
Giorgio CalzolariRoxana HalbleibAlessandro ParriniPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- maximum likelihood
- parameter estimation
- probabilistic model
- statistical models
- random fields
- experimental data
- multiresolution
- historical data
- graphical models
- directed graphical models
- neural network
- structured prediction
- computational models
- complex systems
- model selection
- long term
- bayesian networks
- image sequences