Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions

Mathematics

• Approximates 50%
• Asymptotic Normality 50%
• Asymptotic Property 50%
• Autocorrelation 50%
• Correct Model 50%
• Error Distribution 50%
• Error Variable 50%
• Gaussian Distribution 100%
• Maximum Likelihood Estimation 100%
• Maximum Likelihood Estimator 50%
• Misspecification 50%
• Mixed Normal Distribution 50%
• Model Specification 50%
• Parameter Vector 50%
• Random Walk 50%
• Simulation Study 50%
• Spot Price 50%
• Sufficient Condition 50%
• Time Series Model 50%