Kernel-based indirect inference
M Billio, A Monfort - Journal of Financial Econometrics, 2003 - academic.oup.com
… In the last 10 years, the simulation-based inference methods allowed for the statistical treatment of new DLV models. Simulated likelihood techniques based on importance sampling …
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… In the last 10 years, the simulation-based inference methods allowed for the statistical treatment of new DLV models. Simulated likelihood techniques based on importance sampling …