This is a preview. Log in through your library . Abstract Efficiency scores of firms are measured by their distance to an estimated production frontier. The economic literature proposes several ...

Properties of estimators: unbiasedness, consistency, efficiency and sufficiency. Methods of estimation with particular emphasis given to the method of maximum likelihood. Hypothesis testing and ...

In this article, the problem of semi-parametric inference on the parameters of a multidimensional Lévy process L t with independent components based on the low-frequency observations of the ...

DTSA 5001 Probability and Foundations for Data Science and AI - Same as APPA 5001 DTSA 5002 Statistical Estimation for Data Science and AI - Same as APPA 5003 DTSA 5003 Statistical Inference and ...

• Ahsan, M. N. and Dufour, J-M. (2019). “A simple efficient moment-based estimator for the stochastic volatility model,” Advances in Econometrics. Vol. 40A, pp ...

Confidence intervals are computed from a random sample and therefore they are also random. The long run behavior of a 95% confidence interval is such that we’d expect 95% of the confidence intervals ...

This course is compulsory on the BSc in Actuarial Science and BSc in Financial Mathematics and Statistics. This course is available on the BSc in Data Science, BSc in Econometrics and Mathematical ...

Some of the models used to forecast everything from financial trends to animal populations in an ecosystem are incorrect, ...