scholarly journals Optimized Cluster Reconstruction

1996 ◽  
Vol 173 ◽  
pp. 151-152
Author(s):  
Stella Seitz
Keyword(s):  
Maximum Likelihood ◽  
Finite Field ◽  
Noise Filtering ◽  
Likelihood Methods ◽  
Maximum Likelihood Methods ◽  
Field Inversion

We outline the noise-filtering finite-field inversion kernel and the regularized maximum likelihood methods for cluster reconstruction.

scholarly journals Selecting between causal and noncausal models with quantile autoregressions

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Alain Hecq ◽  
Li Sun
Keyword(s):  
Time Series ◽  
Maximum Likelihood ◽  
Latin American ◽  
Financial Time Series ◽  
Selection Criterion ◽  
Likelihood Methods ◽  
Approximate Maximum Likelihood ◽  
Financial Time ◽  
Maximum Likelihood Methods ◽  
Latin American Countries

AbstractWe propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations in QAR. This new modelling perspective is appealing for investigating the presence of bubbles in economic and financial time series, and is an alternative to approximate maximum likelihood methods. We illustrate our analysis using hyperinflation episodes of Latin American countries.

scholarly journals Pseudo Maximum Likelihood Methods: Theory

Econometrica ◽  
1984 ◽  
Vol 52 (3) ◽  
pp. 681 ◽  
Author(s):  
C. Gourieroux ◽  
A. Monfort ◽  
A. Trognon
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Methods ◽  
Maximum Likelihood Methods ◽  
Pseudo Maximum Likelihood
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