Pages that link to "Item:Q1367940"
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The following pages link to Quasi-likelihood and its application. A general approach to optimal parameter estimation (Q1367940):
Displayed 50 items.
- A nonlinear pseudo-hyperbolic system (Q582467) (← links)
- On composite marginal likelihoods (Q732228) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- Identification of multitype branching processes (Q817989) (← links)
- Partially observed information and inference about non-Gaussian mixed linear models (Q817990) (← links)
- Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations (Q839451) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Robust estimating equation based on statistical depth (Q864914) (← links)
- An alternative derivation of the Kalman filter using the quasi-likelihood method (Q880264) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Shrinkage estimation in general linear models (Q961674) (← links)
- Default prior distributions from quasi- and quasi-profile likelihoods (Q988917) (← links)
- On the identification of a supercritical branching process (Q1009543) (← links)
- Pairwise likelihood inference for ordinal categorical time series (Q1010578) (← links)
- Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn (Q1020992) (← links)
- Adaptive functional mixed NHPP models for the analysis of recurrent event panel data (Q1023705) (← links)
- Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540) (← links)
- Gaining efficiency via weighted estimators for multivariate failure time data (Q1042954) (← links)
- Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time (Q1124986) (← links)
- Least-squares fitting from the variogram cloud (Q1284592) (← links)
- Incomplete covariates data in generalized linear models (Q1297582) (← links)
- Prediction via estimating functions (Q1298944) (← links)
- An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns (Q1304362) (← links)
- Foundations of statistical inference based on numerical roots of robust pivot functions (Q1305647) (← links)
- Generalized quasi-likelihood (Q1762971) (← links)
- Estimators of diffusions with randomly spaced discrete observations: a general theory (Q1766133) (← links)
- Estimation for mixtures of Markov processes. (Q1871278) (← links)
- Estimation for a class of generalized state-space time series models. (Q1871362) (← links)
- Three estimators for the Poisson regression model with measurement errors (Q1884790) (← links)
- Quasi-likelihood estimation of average treatment effects based on model information (Q2372568) (← links)
- Prediction of predator-prey populations modelled by perturbed ODEs (Q2373251) (← links)
- On multivariate nonlinear regression models with stationary correlated errors (Q2382900) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Transform martingale estimating functions (Q2466679) (← links)
- Iterative estimating equations: Linear convergence and asymptotic properties (Q2466689) (← links)
- Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) (Q2474776) (← links)
- Convergence results for multivariate martingales (Q2485840) (← links)
- Estimating from cross-sectional categorical data subject to misclassification and double sampling: moment-based, maximum likelihood and quasi-likelihood approaches (Q2491531) (← links)
- Iterative quasi-likelihood for seemingly unrelated regression systems (Q2572408) (← links)
- Parametric Robust Regression Analysis of Contaminated Data (Q3155365) (← links)
- Generalization of the Mantel-Haenszel Estimating Function for Sparse Clustered Binary Data (Q3379250) (← links)
- Double Sampling Designs in Multivariate Linear Models with Missing Variables (Q3527749) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- Saddlepoint Approximations to the Moments of Multitype Age-Dependent Branching Processes, with Applications (Q3576935) (← links)
- Pairwise Likelihood Inference for General State Space Models (Q3615083) (← links)
- Least squares parameter estimation in multiplicative noise models (Q4490149) (← links)
- Nonparametric estimating equations based on a penalized information criterion (Q4527904) (← links)
- Extensions of multiple linear regression (Q4550657) (← links)
- The estimation of a state space model by estimating functions with an application (Q4665350) (← links)
- Approximating Likelihoods for Large Spatial Data Sets (Q4665845) (← links)