Pages that link to "Item:Q4155676"

The following pages link to Asymptotic distribution of the log-likelihood function for stochastic processes (Q4155676):

Displaying 17 items.

• On local asymptotic normality for functional autoregressive processes (Q276983) (← links)
• Local asymptotic normality of Hilbertian autoregressive processes (Q282874) (← links)
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend (Q1057607) (← links)
• A note on contiguity and \(L_ 1-\)norm (Q1165526) (← links)
• Local asymptotic normality for progressively censored likelihood ratio statistics and applications (Q1169990) (← links)
• Statistical inference for finite Markov chains based on divergences (Q1304078) (← links)
• On the speed of convergence in the central limit theorem of log- likelihood ratio processes (Q1322495) (← links)
• Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
• Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
• Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
• Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716) (← links)
• Sur la convergence du processus de vraisemblance en variables markoviennes (Q3668576) (← links)
• Asymptotic distribution of the log-likelihood function for stochastic processes (Q4155676) (← links)
• Likelihood Ratio Processes under Nonstandard Settings (Q5097174) (← links)
• Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
• Csiszar's \(\varphi\)-divergence for testing the order in a Markov chain. (Q5956465) (← links)