Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270)
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scientific article; zbMATH DE number 7704468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions |
scientific article; zbMATH DE number 7704468 |
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Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (English)
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29 June 2023
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consistency
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efficiency bound
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finite normal mixtures
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pseudo maximum likelihood estimators
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structural models
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volatility indices
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