1 problem

0 votes0 replies0 views
Conjecture on problematic pseudo-likelihood estimation with discontinuous innovations
Pseudo-likelihood instability conjecture. The method of maximum pseudo-likelihood estimation can be problematic in this setting.
Conjectureopencopulas maximum-pseudo-likelihood semiparametric-statisticsarXiv posted 2 days ago

Conjecture on problematic pseudo-likelihood estimation with discontinuous innovations