The following pages link to (Q5631914):
Displaying 7 items.
- Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes (Q507026) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
- Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models (Q2196200) (← links)
- Inférence statistique dans les processus stochastiques: Aperçu historique (Q3774781) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
