Likelihood computations without Bartlett identities

DOI10.2307/3318497zbMath0987.62017OpenAlexW2089865828MaRDI QIDQ5949615

Per Aslak Mykland

Publication date: 30 June 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3318497

zbMATH Keywords

maximum likelihood estimatorBartlett correctionconvergence of cumulantsunconditional accuracy

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

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