{"entities":{"Q642439":{"pageid":644287,"ns":120,"title":"Item:Q642439","lastrevid":63231603,"modified":"2026-04-11T11:29:46Z","type":"item","id":"Q642439","labels":{"en":{"language":"en","value":"Joint estimation using quadratic estimating function"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5964137"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$39C93F32-AF5E-480B-AACB-6B7487460322","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"bd8ee333e7b40090a64a551e2488be6686fec0e6","datavalue":{"value":{"text":"Joint estimation using quadratic estimating function","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q642439$293135EC-EAB1-45FE-8A7A-8379EF562D5A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9bc3ef34c70251c2761b63f9f5a2a4c336667c08","datavalue":{"value":"1229.62124","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q642439$27A1CA3A-24D9-43AE-B789-C614B637B881","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"dc81321b2cabe6b194bafe3fb501755c5a404042","datavalue":{"value":"10.1155/2011/372512","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q642439$E3874FC4-550C-432E-83B1-DF302902E337","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"467c413948b9fcc661f6f6526fb7d4bbaf74257b","datavalue":{"value":{"entity-type":"item","numeric-id":187874,"id":"Q187874"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$7B3053C6-2D13-4C68-A3D1-2D1C2DE84FAB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a21fbc578bcba41c95e44916bdb7038d8ce4b82c","datavalue":{"value":{"entity-type":"item","numeric-id":380006,"id":"Q380006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$A8784163-7DFE-46C0-848B-5E7F5C2B5ED9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"eb84607b4e02bca532b369c9fcfb26506fe7d250","datavalue":{"value":{"entity-type":"item","numeric-id":230656,"id":"Q230656"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$CE078691-4F65-4BCB-A0AA-6CC336CDF084","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"291dfa4bea40517409b4ae31a6cee6f850f4be90","datavalue":{"value":{"entity-type":"item","numeric-id":117358,"id":"Q117358"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$B685D7D9-0390-471C-8658-253B3D8C132F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"04bd3491b7717977e0ecbd409cba6dc0aedeb515","datavalue":{"value":{"time":"+2011-10-26T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q642439$FCE40E71-9E21-4E7B-9FCB-5344C471A7D0","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"94353cd1df253c7e0366d511098cc655bb766e89","datavalue":{"value":"Summary: A class of martingale estimating functions is convenient and plays an important role for inference for nonlinear time series models. However, when the information about the first four conditional moments of the observed process becomes available, the quadratic estimating functions are more informative. In this paper, a general framework for joint estimation of conditional mean and variance parameters in time series models using quadratic estimating functions is developed. Superiority of the approach is demonstrated by comparing the information associated with the optimal quadratic estimating function with the information associated with other estimating functions. The method is used to study the optimal quadratic estimating functions of the parameters of autoregressive conditional duration (ACD) models, random coefficient autoregressive (RCA) models, doubly stochastic models and regression models with ARCH errors. Closed-form expressions for the information gain are also discussed in some detail.","type":"string"},"datatype":"string"},"type":"statement","id":"Q642439$0D4E0CED-0D90-4BCA-88C7-E22523A2DFEC","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q642439$B076A047-BCBC-42C5-BC65-6B6844DC2BE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q642439$37C869EA-8902-40F7-A9C9-96B8864DA3E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q642439$4D2DD5F4-8B85-425B-A122-1AC06A1C8DFE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"383eab11692e7bd0d63c30d85c4f2223b06378f0","datavalue":{"value":"5964137","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q642439$5BFCE2DA-D207-4FEA-8B8A-7E422DB92177","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"c9f9f96a16a092323e1e2b600b6b5bbe58feb820","datavalue":{"value":"Q58692014","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q642439$B0908875-D9CC-4BA5-9C7B-61093B933EE9","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$BCC7B2AC-D2C9-42FB-AE5B-D16A07DCA8AC","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8cf16ba38fe5ea5fbb63a743c1a776570ba34778","datavalue":{"value":"https://doi.org/10.1155/2011/372512","type":"string"},"datatype":"url"},"type":"statement","id":"Q642439$CA6EFDDA-BF6D-4639-8E2B-3E58CEF4373F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"439b15d21cb73c78f36cd4a269b309461ac9d29c","datavalue":{"value":"W1977481190","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q642439$0862BB30-5EFD-4046-8933-7D40A570E7B5","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd47ea17311e9afbe98263c052b690262cc7eaac","datavalue":{"value":{"entity-type":"item","numeric-id":3707189,"id":"Q3707189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$EAE8F9AD-2AED-47B0-8DAD-DF7019F7DC4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e7ce04e5901d6913cdd07863ac7d4244940e40b","datavalue":{"value":{"entity-type":"item","numeric-id":3779616,"id":"Q3779616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$F11C713D-922D-47EB-B4D6-309D3F7268A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9250f9de7a2360c4ed7b7c406da1860e022ab6b2","datavalue":{"value":{"entity-type":"item","numeric-id":4836992,"id":"Q4836992"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$5C63FB66-2DF4-416A-9399-21C90D698246","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e301dfdae1574b93df1ab669d09feba5aff03d41","datavalue":{"value":{"entity-type":"item","numeric-id":1298944,"id":"Q1298944"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$D2385042-E37E-4A1D-9304-7B1AE64852BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f6f7547f71e9c517e3d7e182424a8abf7d72cdef","datavalue":{"value":{"entity-type":"item","numeric-id":5960140,"id":"Q5960140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$D4945BF1-B300-4A74-B19D-5D29D2A84627","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c47ea66a0ab26313efb0faf37bfe2cb0429e832e","datavalue":{"value":{"entity-type":"item","numeric-id":2466679,"id":"Q2466679"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$C5291C27-7B26-4361-B70A-69B2AEB7EB63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f7aefcaa76014fe81a7a8194f20542ff9ce5f28b","datavalue":{"value":{"entity-type":"item","numeric-id":999000,"id":"Q999000"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$BCDB7778-342F-4F55-B025-A043D2484AF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d66e31e88e1d8988dd14c86e26a720f050223947","datavalue":{"value":{"entity-type":"item","numeric-id":1081237,"id":"Q1081237"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$455B7E60-5EE7-4510-803A-EAFD798E0E49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b0070a7a95d9285b8cd3ef7112cb84f1e50dd34","datavalue":{"value":{"entity-type":"item","numeric-id":3774768,"id":"Q3774768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$91D48E31-8649-4278-B743-9CCB49CB9C6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5bc135b806b9889f254921732b162d5fade9daad","datavalue":{"value":{"entity-type":"item","numeric-id":4530924,"id":"Q4530924"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$AC82EE16-7ED4-4120-8262-A785B2B384B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87b7f44616da7576ccef8fc7678c8d218f97c236","datavalue":{"value":{"entity-type":"item","numeric-id":3959320,"id":"Q3959320"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$AD1EDBC6-0888-4E69-91BF-D962EF111D86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f820c438d6ac5d06b4089c980969faf985e303f","datavalue":{"value":{"entity-type":"item","numeric-id":3716152,"id":"Q3716152"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$D76893E9-D5BF-498F-BD26-D8C6DAD21250","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1f26de1723007a3367f090c13e60964bb1a785b2","datavalue":{"value":{"entity-type":"item","numeric-id":2255169,"id":"Q2255169"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bf4c87b89b4370e53005472266c980d54dfcf5a8","datavalue":{"value":{"amount":"+0.8055886626243591","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q642439$3C02C080-B41E-4928-BD42-DF583FBB59EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"53906c5af67874a8f8128babd803ad4fa4b7c7a9","datavalue":{"value":{"entity-type":"item","numeric-id":2807745,"id":"Q2807745"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"befbd69d7e3b8ef4bbcc90993923350e9ddf9990","datavalue":{"value":{"amount":"+0.7727924585342407","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q642439$00E3A772-9E84-491D-8E74-405127785F3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a9026c4a051c0950908abd942db1d2c3c5e5635b","datavalue":{"value":{"entity-type":"item","numeric-id":2231011,"id":"Q2231011"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e346ba9defab15e46bf4871a0100ef2781a21eca","datavalue":{"value":{"amount":"+0.769421398639679","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q642439$29CC5EDC-9300-4F81-B842-9BA8FE52DA40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6772e2f996a514adcc839cda21265c3971be29ac","datavalue":{"value":{"entity-type":"item","numeric-id":1193965,"id":"Q1193965"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bedbeff792f824454aba3560626581a81d215892","datavalue":{"value":{"amount":"+0.7548410296440125","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q642439$D5BF57F2-1F1A-4DF7-AB31-18DA537CF16B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d3ed7a642bd11c9d5b7e8ab4ed03bd07cfd4b122","datavalue":{"value":{"entity-type":"item","numeric-id":643388,"id":"Q643388"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4ad12876f3b43591b7217f64b18524e2b3c9203a","datavalue":{"value":{"amount":"+0.7529097199440002","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q642439$7C38B3D8-5346-48AC-B845-644DC3AD1160","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q642439$7646DD4C-D64E-48D0-87A0-5EE756876745","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Joint estimation using quadratic estimating function","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Joint_estimation_using_quadratic_estimating_function"}}}}}