Pages that link to "Item:Q553020"
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The following pages link to Godambe estimating functions and asymptotic optimal inference (Q553020):
Displaying 9 items.
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Time series regression for zero-inflated and overdispersed count data: a functional response model approach (Q777816) (← links)
- Some characterizations of non-ergodic estimating functions for stochastic processes (Q892894) (← links)
- The focused information criterion for logistic time series regression models under locally biased estimating functions (Q2241530) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
- Estimating function method for nonnegative autoregressive models (Q6089513) (← links)