The following pages link to Dual likelihood (Q1896261):
Displaying 32 items.
- Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles (Q1002548) (← links)
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates. (Q1434010) (← links)
- Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
- Adjusted empirical likelihood for time series models (Q1698218) (← links)
- GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
- Confidence intervals in generalized method of moments models (Q1858927) (← links)
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors (Q2131999) (← links)
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
- Adjusted empirical likelihood for long-memory time-series models (Q2323270) (← links)
- Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series (Q2802910) (← links)
- Empirical likelihood in long-memory time series models (Q2930886) (← links)
- Cumulants and Bartlett Identities in Cox Regression (Q2956048) (← links)
- Pseudo-Likelihoods for Bayesian Inference (Q2963082) (← links)
- The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes (Q3083798) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
- Empirical likelihood inference for random coefficient INAR(p) process (Q4979102) (← links)
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood (Q5077239) (← links)
- Empirical likelihood for moving average models (Q5078576) (← links)
- Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
- Inference for short‐memory time series models based on modified empirical likelihood (Q6081858) (← links)
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
