The following pages link to (Q3292891):
Displayed 49 items.
- The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes (Q3083798) (← links)
- Estimation in<i>M</i>/<i>E<sub>r</sub></i>/1 queueing systems (Q3135306) (← links)
- Sequential estimation for continuous time finite markov processes (Q3223739) (← links)
- Some results on first order stochastic models and estimation for diffusion approximation of the multitype galton–watson process (Q3344950) (← links)
- Inference for pth-order random coefficient integer-valued autoregressive processes (Q3411053) (← links)
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning (Q3440765) (← links)
- Some Results on the Estimation of a Higher Order Markov Chain (Q3489222) (← links)
- An Improved Divergence Information Criterion for the Determination of the Order of an AR Process (Q3577213) (← links)
- Statistical Inference of Adaptive Designs with Binary Responses (Q3593582) (← links)
- ML, PL, QL in Markov Chain Models (Q3608252) (← links)
- Information Theory, Relative Entropy and Statistics (Q3627408) (← links)
- MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES (Q3713439) (← links)
- Development of Specific hypothesis tests for estimated markov chains (Q3729858) (← links)
- ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038) (← links)
- Efficient sequential estimation in a markov branching process with immigration (Q3740853) (← links)
- Likelihood ratio test for testing order of continuous time finite markov chains (Q3753343) (← links)
- Some aspects of general<i>m</i>-estimation theory for dependent random variables (Q3823678) (← links)
- Asymptotic normality of the maximum likelihood estimate in arbitrary stochastic processes (Q3875160) (← links)
- Estimation of transition probabilities in a two-state markov chain (Q3885016) (← links)
- Least squares tests for discrete parameter stochastic processes (Q3896384) (← links)
- Parameter estimation in continuous-time stochastic processes (Q3965451) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Une formulation, et la finitude, du test s�quentiel du rapport des vraisemblances dans le cas Markovien � temps continu (Q4048444) (← links)
- A test for randomness in behaviour (Q4080626) (← links)
- On sequential versions of the generalized likelihood ratio test (Q4197230) (← links)
- Bayesian bootstrap clones for finite state markov chains (Q4352568) (← links)
- ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS (Q4372032) (← links)
- ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS (Q4449082) (← links)
- Statistical properties of a system reliability estimator using the Littlewood software reliability model (Q4462702) (← links)
- Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism (Q4541552) (← links)
- ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS (Q4713798) (← links)
- REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES (Q4725560) (← links)
- On simple stochastic diffusion models (Q4772505) (← links)
- Tests For Constancy Of Model Parameters Over Time (Q4805746) (← links)
- Non-Gaussian bifurcating models and quasi-likelihood estimation (Q4822451) (← links)
- Asymptotic properties of the maximum likelihood estimators of parameters of a spatial counting process modelling crystallization of polymers (Q4835289) (← links)
- Closure–state specification for markov–process models with incomplete micro data (Q4864187) (← links)
- Statistical Inference for Discretely Observed Markov Jump Processes (Q5313458) (← links)
- Testing hypotheses for Markov chains when the parameter space is finite (Q5339872) (← links)
- Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate (Q5342209) (← links)
- Estimation of the Entropy Rate of a Countable Markov Chain (Q5438316) (← links)
- Critique of probabilistic models: Application of the Semi‐Markov model to migration (Q5653836) (← links)
- Incorporating causal structure and exogenous information with probabilistic models: With special reference to choice, gravity, migration, and Markov chains (Q5653837) (← links)
- On the rate of convergence of estimators for Markov processes (Q5661050) (← links)
- (Q5687696) (← links)
- PRICING PRECIPITATION BASED DERIVATIVES (Q5714653) (← links)
- Semiparametric estimation of employment duration models (Q5750315) (← links)
- A method for determining the reversibility of a Markov sequence (Q5935033) (← links)
- Csiszar's \(\varphi\)-divergence for testing the order in a Markov chain. (Q5956465) (← links)