A note on smoothed estimating functions

DOI10.1007/BF00774783zbMath0803.62036OpenAlexW2072276470MaRDI QIDQ1335374

A. Thavaneswaran, Jagbir 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)

Related Items

Nonparametric estimation for some nonlinear models ⋮ Generalized smoothed estimating functions for nonlinear time series. ⋮ Nonparametric synthetic data regression estimation for censored survival data

Cites Work

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• Smoothing counting process intensities by means of kernel functions
• Smoothing signals for semimartingales
• Histogram maximum likelihood estimator in the multiplicative intensity model
• Nonparametric inference for a family of counting processes
• Quasi-likelihood estimation for semimartingales
• The foundations of finite sample estimation in stochastic processes
• Optimal estimation for semimartingales
• Identification of Nonstationary Diffusion Model by the Method of Sieves
• An Optimum Property of Regular Maximum Likelihood Estimation
• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• Optimal nonparametric estimation for some semimartingale stochastic differential equations

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