JSTOR Daily

Maximum Likelihood Estimation of Star and Star-Garch Models: Theory and Monte Carlo Evidence

Journal of Applied Econometrics, Vol. 17, No. 5, Special Issue: Modelling and Forecasting Financial Volatility (Sep. - Oct., 2002), pp. 509-534 (26 pages) Theoretical and practical interest in ...
Nature

Bayesian Estimation and Maximum Likelihood Methods

Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
JSTOR Daily

Maximum Likelihood Estimation of a Polynomial Regression Function with Grouped Data

Journal of the Royal Statistical Society. Series C (Applied Statistics) When the data in a polynomial regression problem come in grouped form, finding the maximum likelihood estimates of the ...
Risk

Multi-factor default correlation model estimation: enhancement with bootstrapping

To assess the overall credit risk of a portfolio, it is important to consider the risk correlation between the counterparties (obligors) in addition to their individual credit risks. However, the ...