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

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+Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
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+One-Step Huber Estimates in the Linear Model
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+Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
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+On linear and quadratic estimating functions
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+On the efficiency of quasi-likelihood estimation
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+The foundations of finite sample estimation in stochastic processes
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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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+Efficiency of estimators for partially specified filtered models
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+Efficiency of empirical estimators for Markov chains
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+On combining quasi-likelihood estimating functions
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+On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
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+Local asymptotic normality and mixed normality for Markov statistical models
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+A characterization of limiting distributions of estimators in an autoregressive process
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+Quasi-likelihood estimation for semimartingales
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+On conditional least squares estimation for stochastic processes
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+Efficient estimation of the stationary distribution for exponentially ergodic Markov chains
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+Asymptotic Inference in Markov Processes
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+Optimal estimation for semimartingales
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+Nonparametric function estimation involving time series
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+An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process
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+On M-processes and M-estimation
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+Markov Regression Models for Time Series: A Quasi-Likelihood Approach
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