Pages that link to "Item:Q1858925"
From MaRDI portal
The following pages link to The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925):
Displayed 17 items.
- Optimal statistical decisions about some alternative financial models (Q276923) (← links)
- Guest editorial. Information and entropy econometrics -- volume overview and synthesis (Q280203) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- An information-theoretic approach to the effective usage of auxiliary information from survey data (Q853817) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- Cross-entropy minimization estimation for two-phase sampling and non-response (Q2517118) (← links)
- An information-theoretic approach to effective inference for Z-functionals (Q2655593) (← links)
- Maximum entropy analysis of consumption-based capital asset pricing model and volatility (Q2661313) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- Quasi score-driven models (Q2697985) (← links)
- (Q2919493) (← links)
- Optimal Portfolio Diversification Using the Maximum Entropy Principle (Q3518459) (← links)
- Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
- Information-Theoretic Distribution Test with Application to Normality (Q3564823) (← links)
- Estimation procedures for grouped data – a comparative study (Q5138148) (← links)
- Probabilistic forecasts of solar irradiance using stochastic differential equations (Q6069121) (← links)
- Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)