Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916): Difference between revisions

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+Strong consistency of least squares estimates in normal linear regression
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+Weighted empirical likelihood for generalized linear models with longitudinal data
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+Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
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+Consistency of LS estimates of multiple regression under a lower order moment condition
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+Deletion diagnostics for generalized linear models using the adjusted Poisson likelihood function
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+On asymptotics of t-type regression estimation in multiple linear model
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+Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors
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+Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Q4884570
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+Estimation of the dependence parameter in linear regression with long-range-dependent errors
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+QML estimators in linear regression models with functional coefficient autoregressive processes
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+Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes
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+Asymptotic normality of the Whittle estimator in linear regression models with long memory errors
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+Asymptotics of regressions with stationary and nonstationary residuals.
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+Quadratic negligibility and the asymptotic normality of operator normed sums
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+Adjusted estimates and Wald statistics for the AR(1) model with constant
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+Linear Statistical Inference and its Applications
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+Sequential estimation for time series regression models
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+Robust designs for multivariate logistic regression
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+Robust estimators for generalized linear models
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+Bridge estimation for generalized linear models with a diverging number of parameters
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+Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
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+Laws of iterated logarithm for quasi-maximum likelihood estimator in generalized linear model
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+Nilpotency of unstable \(K\)-theory
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@@ Property / DOI: 10.1007/S10114-014-1410-X / rank @@
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