Dual likelihood
DOI10.1214/AOS/1176324527zbMATH Open0877.62004OpenAlexW4236508924MaRDI QIDQ1896261FDOQ1896261
Authors: Per Aslak Mykland 
Publication date: 14 December 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324527
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Cited In (37)
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- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
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- Twofold Structure of Duality in Bayesian Model Averaging
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
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- Inference for short‐memory time series models based on modified empirical likelihood
- Empirical likelihood inference for INAR(1) model with explanatory variables
- Empirical likelihood in long-memory time series models
- Adjusted empirical likelihood for time series models
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors
- ANOVA for diffusions and Itō processes
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
- Cumulants and Bartlett Identities in Cox Regression
- Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
- Blockwise empirical likelihood for time series of counts
- Empirical likelihood estimation of discretely sampled processes of OU type
- Adjusted empirical likelihood for long-memory time-series models
- Bartlett identities and large deviations in likelihood theory
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
- Point estimation with exponentially tilted empirical likelihood
- Empirical likelihood in some semiparametric models
- Empirical likelihood for moving average models
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
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