Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood
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Publication:2447659
DOI10.1016/j.spa.2013.03.017zbMath1285.62036OpenAlexW2110679272MaRDI QIDQ2447659
Shiwu Zhu, Billy Wu, Qiwei Yao
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.03.017
time seriesnuisance parameterspanel dataU-statisticsstationary processquasi-likelihoodprofile likelihoodspatial autoregressive modelincidental parameters problemroot-n convergence
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
Uses Software
Cites Work
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