Pages that link to "Item:Q2534959"
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The following pages link to On the measurability and consistency of minimum contrast estimates (Q2534959):
Displayed 33 items.
- 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><sup><i>q</i></sup>‐distance estimators for non‐normalized parametric models (Q6059515) (← links)
- Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes (Q6167058) (← links)