Pages that link to "Item:Q2534959"

The following pages link to On the measurability and consistency of minimum contrast estimates (Q2534959):

Displaying 47 items.

• Estimation by minimum-discrepancy methods (Q2547421) (← links)
• Note on minimum contrast estimates for Markov processes (Q2557086) (← links)
• On Bayes estimates (Q2562548) (← links)
• The bound in the Berry-Esseen result for minimum contrast estimates (Q2563346) (← links)
• Singular asymptotic normality of an estimator in the conic section fitting problem. I (Q2817059) (← links)
• Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence (Q2890087) (← links)
• Some Statistical Properties of Efficiency Robust Tests with Applications to Genetic Association Studies (Q2922166) (← links)
• ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
• Contrast Estimation for Parametric Stationary Determinantal Point Processes (Q2965543) (← links)
• Estimation in nonstationary random coefficient autoregressive models (Q3077655) (← links)
• Structure and estimation of a class of nonstationary yet nonexplosive GARCH models (Q3103190) (← links)
• PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
• Consistency of quantile estimators in regression models with long-range dependent noise (Q3114554) (← links)
• A consistent estimator in the accelerated failure time model with censored observations and measurement errors (Q3114557) (← links)
• On the quasi-likelihood estimation for random coefficient autoregressions (Q3143485) (← links)
• ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
• Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
• Conditions equivalent and doubly equivalent to consistency of approximate MLE's (Q3598275) (← links)
• Semiparametric inference with kernel likelihood (Q3611827) (← links)
• ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
• On minimum-contrast estimation for hilbert space-valued stochastic differential equations (Q3713267) (← links)
• (Q3740043) (← links)
• Inférence statistique dans les processus stochastiques: Aperçu historique (Q3774781) (← links)
• Asymptotic properties of posterior distributions (Q4076604) (← links)
• The asymptotic distribution of the likelihood ratio when the model is incorrect (Q4181790) (← links)
• Asymptotic Properties of Takacs-Fiksel Estimation Method for GIBBS Point Processes (Q4211736) (← links)
• (Q4281792) (← links)
• ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954) (← links)
• Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise (Q4606861) (← links)
• Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set (Q4686490) (← links)
• Consistency of Parametric MLE Under Mixed Case Interval Censoring (Q4905905) (← links)
• (Q4909779) (← links)
• Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms (Q4960988) (← links)
• On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters (Q5018762) (← links)
• A Stationary Spatio‐Temporal GARCH Model (Q5111841) (← links)
• The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations (Q5117965) (← links)
• Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models (Q5130628) (← links)
• Minimax estimators of parameters of a regression model (Q5218377) (← links)
• ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
• Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975) (← links)
• (Q5389667) (← links)
• The accuracy of the normal approximation for minimum contrast estimates (Q5592753) (← links)
• The accuracy of the normal approximation for minimum contrast estimates (Q5604277) (← links)
• Characterization of the topologies used in the theory of maximum likelihood estimation (Q5616577) (← links)
• Characterization of the topologies used in the theory of maximum likelihood estimation (Q5627496) (← links)
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
• Minimum <i>L</i>^<i>q</i>‐distance estimators for non‐normalized parametric models (Q6059515) (← links)