Modern statistical modelling is increasingly focused on reducing bias and enhancing the accuracy of parameter estimates. Traditional maximum likelihood estimation, while powerful, can encounter ...
This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass ...
Series B (Statistical Methodology) of the Journal of the Royal Statistical Society started out simply as the Supplement to the Journal of the Royal Statistical Society in the Society's centenary year ...
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