tuto04_csc5150 - General introduction to estimation--...

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CSC5150 Learning Theory and Computational Finance Tutorial 04 By Tu Shikui Oct. 09, 2007
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Outline Estimation Some basic concepts Properties of the estimators unbiasedness, consistent, efficiency, … Methods Methods of moments Linear least square method Maximum likelihood
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General introduction to estimation -- some concepts (1/2)
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General introduction to estimation -- some concepts (2/2)
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General introduction to estimation -- properties of estimators (1/6)
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General introduction to estimation -- properties of estimators (2/6) “convergence”
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Example (1) unbiased consistent
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General introduction to estimation -- properties of estimators (3/6)
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General introduction to estimation -- properties of estimators (4/6)
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Unformatted text preview: General introduction to estimation-- properties of estimators (5/6) General introduction to estimation-- properties of estimators (6/6) Outline Estimation Some basic concepts Properties of the estimators unbiasedness, consistent, efficiency, Methods Methods of moments Linear least square method Maximum likelihood Methods of Moments (1/2) Methods of Moments (2/2) estimate Method of moments a function of an estimate function of Linear Least Square Method (1/2) Solve Linear Least Square Method (2/2) Example (2) Maximum Likelihood (1/2) Maximum Likelihood (2/2) Example (3) End of This Tutorial! Thank you!...
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This note was uploaded on 10/13/2009 for the course CS 5150 taught by Professor Xulei during the Spring '09 term at University of Central Arkansas.

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tuto04_csc5150 - General introduction to estimation--...

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