Likelihood-based Inference in S-distributions

Mike Tsionas

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 1, 153-158

Abstract: In this paper, we propose new estimation techniques in connection with the system of S-distributions. Besides “exact” maximum likelihood (ML), we propose simulated ML and a characteristic function-based procedure. The “exact” and simulated likelihoods can be used to provide numerical, MCMC-based Bayesian inferences.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:1:p:153-158

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DOI: 10.1080/03610926.2012.731129

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