The following pages link to Theory of partial likelihood (Q1082737):
Displaying 27 items.
- Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
- Non-causality in bivariate binary time series (Q291706) (← links)
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- A characterization of categorical Markov chains (Q452503) (← links)
- Time-varying Markov models for binary temperature series in agrorisk management (Q484611) (← links)
- Log-linear Poisson autoregression (Q631623) (← links)
- Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
- Dependency in multivariate Markov chains (Q918573) (← links)
- Penalized spline smoothing in multivariable survival models with varying coefficients (Q957190) (← links)
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions (Q1020204) (← links)
- On the strong consistency of a solution to the likelihood equation (Q1092552) (← links)
- Partial likelihood process and asymptotic normality (Q1095545) (← links)
- Prediction and classification of non-stationary categorical time series (Q1275416) (← links)
- Asymptotic efficient estimation in semiparametric nonlinear regression models (Q1288286) (← links)
- Local likelihood and local partial likelihood in hazard regression (Q1372852) (← links)
- Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- A minimax approach to consistency and efficiency for estimating equations (Q1816985) (← links)
- Comment: Diagnostics and kernel-based extensions for linear mixed effects models with endogenous covariates (Q2218069) (← links)
- Experience rating in the classic Markov chain life insurance setting (Q2323664) (← links)
- The Double Gaussian Approximation for High Frequency Data (Q2911663) (← links)
- Cumulants and Bartlett Identities in Cox Regression (Q2956048) (← links)
- Estimation for binary models generated by Gaussian autoregressive processes (Q3012678) (← links)
- Time Series Mixtures of Generalized<i>t</i>Experts: ML Estimation and an Application to Stock Return Density Forecasting (Q3063861) (← links)
- Cormack-Jolly-Seber model with environmental covariates: A P-spline approach (Q3145589) (← links)
- Adjustment for Missingness Using Auxiliary Information in Semiparametric Regression (Q3561808) (← links)
- Fifty years with the Cox proportional hazards regression model (Q6149599) (← links)
