Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues.
Steven CookPublished in: Math. Comput. Simul. (2008)
Keyphrases
- maximum likelihood estimation
- finite sample
- maximum likelihood
- sample size
- em algorithm
- statistical learning theory
- uniform convergence
- parameter estimation
- error bounds
- expectation maximization
- nearest neighbor
- probability density
- parzen window
- probability distribution
- density function
- least squares
- computer vision
- statistical learning
- lower bound
- clustering algorithm
- higher order
- upper bound
- generalization bounds