scientific article; zbMATH DE number 1215432

zbMath0905.62014MaRDI QIDQ4215562

Christopher C. Heyde

Publication date: 9 February 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nuisance parametersdiffusionsquasi-likelihoodconstrained estimationREML estimationE-M algorithm

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (38)

Robust inference for generalized linear models with application to logistic regression ⋮ Statistical analysis of discrete-valued time series using categorical ARMA models ⋮ Decisionmetrics: a decision-based approach to econometric modelling ⋮ Statistical inference using higher-order information ⋮ Relative efficiency of three estimators in a polynomial regression with measurement errors ⋮ Modeling and large sample estimation for multi-casting autoregression ⋮ Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses ⋮ Some characterizations of non-ergodic estimating functions for stochastic processes ⋮ Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes ⋮ Fitting a line segment to noisy data ⋮ Nonlinear recursive estimation of volatility via estimating functions ⋮ Optimal experimental design and some related control problems ⋮ On variance estimation in a negative binomial time series regression model ⋮ Proper Bayesian estimating equation based on Hilbert space method ⋮ Modified quasi-profile likelihoods from estimating functions ⋮ Optimal estimating function for estimation and prediction in semi-parametric models ⋮ A note on GARCH model identification ⋮ Feasible optimum Godambe scores for a semi-parametric GARCH time series ⋮ Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality ⋮ Asymptotic properties of CLS estimators in the Poisson AR(1) model ⋮ A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors ⋮ Godambe estimating functions and asymptotic optimal inference ⋮ Checking nonlinear heteroscedastic time series models ⋮ Bias-corrected empirical likelihood in a multi-link semiparametric model ⋮ Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models ⋮ Robust Poisson regression ⋮ Stochastic modeling of particle movement with application to marine biology and oceanography ⋮ An RKHS framework for functional data analysis ⋮ Combining estimating functions for volatility ⋮ The logit-stable distributions and latent utility scales in categorical data applications ⋮ Branching Markov processes and related asymptotics ⋮ Matrix trace Wielandt inequalities with statistical applications ⋮ On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity ⋮ Parameter estimation in nonlinear stochastic differential equations ⋮ Foundations of multivariate inference using modern computers ⋮ The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. ⋮ Analysis of multivariate longitudinal data using quasi-least squares ⋮ Maximum quasilikelihood estimation for a simplified NEAR(1) model.

This page was built for publication: