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13:39
YouTube
STEM BY LIBERATOR
THEORY OF ESTIMATION: MAXIMUM LIKELIHOOD ESTIMATOR
the video explains more on maximum likelihood estimator step by step on how to work out the likelihood function for an exponential population
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Excuse the artefact in some of the visuals. Rendering the visuals for this model was a bit expensive. The Z-axis measures the potential / latent volatility that could occur essentially capturing the likelihood at each time t of volatility shocks. Volatility here is a function of significant latent variables. Source:quant_research_decoded #quant #ai #datascience #maths
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