Econometrics Seminar (internal): Peter Korsbakke Christensen

Title: Composite Likelihood Estimation Of Stationary Gaussian Processes With a View Toward Stochastic Volatility

Info about event

Time

Thursday 6 February 2025,  at 09:30 - 10:30

Location

Fuglesangs Allé 4, Building 2632(L), Room 242

Speaker: Peter Korsbakke Christensen

Title: Composite Likelihood Estimation Of Stationary Gaussian Processes With a View Toward Stochastic Volatility

Host: Niels Haldrup


Organisers: Leopoldo Catania and Mikkel Sølvsten

See all Econometrics Seminars