Transform martingale estimating functions (Q2466679): Difference between revisions

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+.3577
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+Inverse Gaussian Autoregressive Models
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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS
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+Approximate likelihood and probability calculations based on transforms
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+Estimating the noise parameters from observations of a linear process with stable innovations
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+On linear and quadratic estimating functions
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+Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
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+WEIGHTED AREA TECHNIQUES FOR EXPLICIT PARAMETER ESTIMATION IN MULTI-STAGE MODELS
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+An efficiency result for the empirical characteristic function in stationary time-series models
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+On Some Fourier Methods for Inference
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+Q3902322
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+On statistical transform methods and their efficiency
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+Quasi-Likelihood and Optimal Estimation, Correspondent Paper
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+An extension of quasi-likelihood estimation
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+Theory &amp; Methods: Non‐Gaussian Conditional Linear AR(1) Models
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+On combining quasi-likelihood estimating functions
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+Quasi-likelihood and its application. A general approach to optimal parameter estimation
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+Transform Estimation of Parameters for Stage-Frequency Data
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+Quasi-likelihood estimation for semimartingales
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+Estimating Mixtures of Normal Distributions and Switching Regressions
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+On conditional least squares estimation for stochastic processes
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+Estimation of Delay Times in Stochastic Compartmental Models
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+Estimation for aggregate models: The aggregate Markov chain
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+Projected partial likelihood and its application to longitudinal data
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+Linear Statistical Inference and its Applications
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+Parameter estimation using transform estimation in time-evolving models
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+First-order autoregressive models for gamma and exponential processes
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+On quasi likelihood for semimartingales
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+Empirical Transform Estimation for Indexed Stochastic Models
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