Quasi-likelihood models and optimal inference (Q1922414): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(6 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1214/aos/1033066217 / rank
Normal rank
 
Property / author
 
Property / author: Wolfgang Wefelmeyer / rank
Normal rank
 
Property / author
 
Property / author: Wolfgang Wefelmeyer / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: Publication / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aos/1033066217 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2079562898 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: One-Step Huber Estimates in the Linear Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4279798 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4277836 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Propri�t�s de convergence presque compl�te du pr�dicteur � noyau / rank
 
Normal rank
Property / cites work
 
Property / cites work: On linear and quadratic estimating functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the efficiency of quasi-likelihood estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The foundations of finite sample estimation in stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3031805 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002311 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-Likelihood and Optimal Estimation, Correspondent Paper / rank
 
Normal rank
Property / cites work
 
Property / cites work: An extension of quasi-likelihood estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficiency of estimators for partially specified filtered models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficiency of empirical estimators for Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: On combining quasi-likelihood estimating functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997331 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local asymptotic normality and mixed normality for Markov statistical models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A characterization of limiting distributions of estimators in an autoregressive process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5613647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-likelihood estimation for semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: On conditional least squares estimation for stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3749988 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of the stationary distribution for exponentially ergodic Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Inference in Markov Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal estimation for semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric function estimation involving time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4044015 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4322839 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On M-processes and M-estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov Regression Models for Time Series: A Quasi-Likelihood Approach / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1214/AOS/1033066217 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 12:58, 16 December 2024

scientific article
Language Label Description Also known as
English
Quasi-likelihood models and optimal inference
scientific article

    Statements

    Quasi-likelihood models and optimal inference (English)
    0 references
    1 September 1996
    0 references
    ergodic Markov chain
    0 references
    quasi-likelihood model
    0 references
    maximum quasi-likelihood estimator
    0 references
    efficient estimators
    0 references
    estimating equations
    0 references
    weighted nonlinear one-step least squares estimator
    0 references
    conditional moments
    0 references
    transition distribution
    0 references
    autoregressive model
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references