A closed-form quasi-maximum likelihood estimator of bid-ask spread

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2019.1662042 ◽

2019 ◽

pp. 1-14

Author(s):

Weiyi Liu ◽

Die Wan ◽

Wei Chen

Keyword(s):

Maximum Likelihood ◽

Closed Form ◽

Maximum Likelihood Estimator ◽

Likelihood Estimator ◽

Bid Ask Spread ◽

Quasi Maximum Likelihood

Download Full-text

A Closed-Form Asymptotic Variance-Covariance Matrix for the Quasi-Maximum Likelihood Estimator of the Garch(1,1) Model

SSRN Electronic Journal ◽

10.2139/ssrn.889461 ◽

2008 ◽

Author(s):

Jun Ma

Keyword(s):

Maximum Likelihood ◽

Closed Form ◽

Maximum Likelihood Estimator ◽

Covariance Matrix ◽

Asymptotic Variance ◽

Likelihood Estimator ◽

Quasi Maximum Likelihood ◽

Variance Covariance Matrix

Download Full-text

Bias Reduction in the Closed-Form Maximum Likelihood Estimator for the Nakagami-m Fading Parameter

IEEE Wireless Communications Letters ◽

10.1109/lwc.2020.3001453 ◽

2020 ◽

Vol 9 (10) ◽

pp. 1692-1695 ◽

Author(s):

Pedro Luiz Ramos ◽

Francisco Louzada ◽

Eduardo Ramos

Keyword(s):

Maximum Likelihood ◽

Closed Form ◽

Maximum Likelihood Estimator ◽

Bias Reduction ◽

Likelihood Estimator ◽

Fading Parameter

Download Full-text

Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator

Test ◽

10.1007/s11749-020-00719-x ◽

2020 ◽

Author(s):

Lijuan Huo ◽

Jin Seo Cho

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Covariance Matrix ◽

Likelihood Estimator ◽

Quasi Maximum Likelihood

Download Full-text

Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models

Statistics & Probability Letters ◽

10.1016/j.spl.2015.02.010 ◽

2015 ◽

Vol 100 ◽

pp. 192-202 ◽

Author(s):

Abdelouahab Bibi ◽

Ahmed Ghezal

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Markov Switching ◽

Time Series Models ◽

Likelihood Estimator ◽

Quasi Maximum Likelihood

Download Full-text

Modified quasi‐maximum likelihood estimator for polynomial phase signal

IET Signal Processing ◽

10.1049/iet-spr.2019.0079 ◽

2020 ◽

Vol 14 (3) ◽

pp. 182-187

Author(s):

Ahmed Dallil ◽

Abdelaziz Ouldali

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Likelihood Estimator ◽

Polynomial Phase ◽

Phase Signal ◽

Quasi Maximum Likelihood

Download Full-text

Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling

Computational Statistics ◽

10.1007/s00180-019-00918-7 ◽

2019 ◽

Vol 35 (2) ◽

pp. 689-724 ◽

Author(s):

Alexandre Brouste ◽

Christophe Dutang ◽

Tom Rohmer

Keyword(s):

Maximum Likelihood ◽

Closed Form ◽

Maximum Likelihood Estimator ◽

Generalized Linear Models ◽

Linear Models ◽

Likelihood Estimator ◽

Explanatory Variables ◽

Download Full-text

Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2015.02.003 ◽

2015 ◽

Vol 87 ◽

pp. 116-135 ◽

Author(s):

Dalei Yu ◽

Peng Bai ◽

Chang Ding

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Autoregressive Model ◽

Small Sample ◽

Spatial Autoregressive Model ◽

Likelihood Estimator ◽

Sample Bias ◽

Spatial Autoregressive ◽

Quasi Maximum Likelihood

Download Full-text

The Asymptotic Properties of Quasi-maximum Likelihood Estimator for Spatial Error Panel Data Model

2013 International Conference on Information Science and Cloud Computing Companion ◽

10.1109/iscc-c.2013.134 ◽

2013 ◽

Author(s):

Chunhong Li ◽

Lixia Wen

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Asymptotic Properties ◽

Panel Data Model ◽

Likelihood Estimator ◽

Spatial Error ◽

Quasi Maximum Likelihood

Download Full-text

Quasi-maximum likelihood estimator of multiple polynomial-phase signals

2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) ◽

10.1109/icassp.2014.6854393 ◽

2014 ◽

Author(s):

Marko Simeunovic ◽

Slobodan Djukanovic ◽

Igor Djurovic

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Likelihood Estimator ◽

Polynomial Phase ◽

Polynomial Phase Signals ◽

Quasi Maximum Likelihood

Download Full-text

Minimum Sample Quasi Maximum Likelihood Estimator

2019 20th International Radar Symposium (IRS) ◽

10.23919/irs.2019.8768168 ◽

2019 ◽

Author(s):

Ahmed Dallil ◽

Abdelaziz Ouldali

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Likelihood Estimator ◽

Minimum Sample ◽

Quasi Maximum Likelihood

Download Full-text