A note on smoothed estimating functions

DOI10.1007/BF00774783MaRDI QIDQ1335374zbMATH OpenOpenAlexFDO

Authors A. Thavaneswaran, J. Singh

Publication date 1 November 1994

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00774783

zbMATH Keywords

censored observationsdiffusion process modelkernel estimation of semimartingale intensitylikelihood based modelssmoothed optimal estimating equation

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• An Optimum Property of Regular Maximum Likelihood Estimation
• Histogram maximum likelihood estimator in the multiplicative intensity model
• scientific article; zbMATH DE number 3415224 (Why is no real title available?)
• Identification of Nonstationary Diffusion Model by the Method of Sieves
• Nonparametric inference for a family of counting processes
• Optimal estimation for semimartingales
• Optimal nonparametric estimation for some semimartingale stochastic differential equations
• Quasi-likelihood estimation for semimartingales
• Smoothing counting process intensities by means of kernel functions
• Smoothing signals for semimartingales
• The foundations of finite sample estimation in stochastic processes
• The Kernel Estimate of a Regression Function in Likelihood-Based Models

Cited in

(11)

• Smoothing signals for semimartingales
• Smoothed perturbation analysis for a class of piecewise constant sample performance functions
• Generalized smoothed estimating functions for nonlinear time series.
• Nonparametric estimation for some nonlinear models
• Note on Smoothing estimates for Kolmogorov type equations
• Optimal Estimation Rules for Functions of High Smoothness
• Smearing Estimate: A Nonparametric Retransformation Method
• Nonparametric synthetic data regression estimation for censored survival data
• Correspondence A note on efficient smoothing for boundary value models
• Estimating Smooth Monotone Functions
• scientific article; zbMATH DE number 6315338 (Why is no real title available?)

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