Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices (Q3368373)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices |
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Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices (English)
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27 January 2006
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unit root bilinear process
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nonlinear process
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Kalman filter
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simulated annealing
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prices
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