Pages that link to "Item:Q2534959"
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The following pages link to On the measurability and consistency of minimum contrast estimates (Q2534959):
Displayed 50 items.
- Convergence rates of large deviations probabilities for point estimators (Q594497) (← links)
- On a class of stopping times for M-estimators (Q797943) (← links)
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361) (← links)
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
- Consistency and asymptotic normality of least absolute value estimates (Q1059948) (← links)
- Measures of lack of fit from tests of chi-squared type (Q1079896) (← links)
- Robustness of decision rules in multivariate classification problems (Q1099545) (← links)
- Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures (Q1110214) (← links)
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms (Q1130391) (← links)
- Unbiased estimators in the sense of Lehmann and their discrimination rates (Q1163804) (← links)
- A modified maximum likelihood test (Q1239991) (← links)
- On the existence of maximum probability estimators (Q1243977) (← links)
- Consistency of minimum contrast estimators in non-standard cases (Q1259113) (← links)
- Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms (Q1286604) (← links)
- Rates of convergence for minimum contrast estimators (Q1326244) (← links)
- On the existence of minimum contrast estimates in binary response model (Q1335377) (← links)
- \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
- Estimates of parameters of dependent random variables (Q1570275) (← links)
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors (Q1582374) (← links)
- Asymptotic behavior of Bayes estimates under possibly incorrect models (Q1807093) (← links)
- Second order asymptotics in nonlinear regression (Q1822431) (← links)
- Convex models, MLE and misspecification (Q1848856) (← links)
- Conditions equivalent to consistency of approximate MLE's for stochastic processes (Q1890721) (← links)
- Necessary and sufficient conditions for consistency of generalized \(M\)- estimates (Q1902120) (← links)
- Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations (Q1915124) (← links)
- Consistency of least-square estimates for the parameters of a Gaussian regression model (Q1968504) (← links)
- Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models (Q2272098) (← links)
- Asymptotic properties of minimum contrast estimators for parameters of Boolean models (Q2365603) (← links)
- Method of empirical means in stochastic programming problems (Q2458088) (← links)
- The Berry-Esseen bound for minimum contrast estimates (Q2546141) (← links)
- Asymptotic normality (Q2546741) (← links)
- Estimation by minimum-discrepancy methods (Q2547421) (← links)
- Note on minimum contrast estimates for Markov processes (Q2557086) (← links)
- On Bayes estimates (Q2562548) (← links)
- The bound in the Berry-Esseen result for minimum contrast estimates (Q2563346) (← links)
- ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
- Conditions equivalent and doubly equivalent to consistency of approximate MLE's (Q3598275) (← links)
- Semiparametric inference with kernel likelihood (Q3611827) (← links)
- ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
- On minimum-contrast estimation for hilbert space-valued stochastic differential equations (Q3713267) (← links)
- (Q3740043) (← links)
- Inférence statistique dans les processus stochastiques: Aperçu historique (Q3774781) (← links)
- Asymptotic properties of posterior distributions (Q4076604) (← links)
- The asymptotic distribution of the likelihood ratio when the model is incorrect (Q4181790) (← links)
- Asymptotic Properties of Takacs-Fiksel Estimation Method for GIBBS Point Processes (Q4211736) (← links)
- (Q4281792) (← links)
- The accuracy of the normal approximation for minimum contrast estimates (Q5592753) (← links)
- The accuracy of the normal approximation for minimum contrast estimates (Q5604277) (← links)
- Characterization of the topologies used in the theory of maximum likelihood estimation (Q5616577) (← links)