On the measurability and consistency of minimum contrast estimates
From MaRDI portal
Publication:2534959
DOI10.1007/BF02613654zbMath0181.45501OpenAlexW2025410634MaRDI QIDQ2534959
Publication date: 1969
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175401
Related Items
Rates of convergence for minimum contrast estimators, Measures of lack of fit from tests of chi-squared type, Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence, Asymptotic properties of minimum contrast estimators for parameters of Boolean models, On the existence of minimum contrast estimates in binary response model, Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes, On minimum-contrast estimation for hilbert space-valued stochastic differential equations, Conditions equivalent to consistency of approximate MLE's for stochastic processes, Expectile asymptotics, Limit Theory for the QMLE of the GQARCH (1,1) Model, Robustness of decision rules in multivariate classification problems, Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise, The accuracy of the normal approximation for minimum contrast estimates, Necessary and sufficient conditions for consistency of generalized \(M\)- estimates, Some Statistical Properties of Efficiency Robust Tests with Applications to Genetic Association Studies, Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures, The accuracy of the normal approximation for minimum contrast estimates, ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL, Convergence rates of large deviations probabilities for point estimators, Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach, Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations, Characterization of the topologies used in the theory of maximum likelihood estimation, ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS, Characterization of the topologies used in the theory of maximum likelihood estimation, Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms, Consistency of the total least squares estimator in the linear errors-in-variables regression, Minimum Lq‐distance estimators for non‐normalized parametric models, Inférence statistique dans les processus stochastiques: Aperçu historique, A Stationary Spatio‐Temporal GARCH Model, Contrast Estimation for Parametric Stationary Determinantal Point Processes, The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations, Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise, \(L_{p}\)-estimators in ARCH models, Some applied problems from random field theory, Unbiased estimators in the sense of Lehmann and their discrimination rates, Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models, Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes, Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator, Consistency of least-square estimates for the parameters of a Gaussian regression model, Some approaches to financial risk assessment, Asymptotic properties of posterior distributions, Bootstrap based probability forecasting in multiplicative error models, Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum, Method of empirical means in stochastic programming problems, Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model, Consistency of Parametric MLE Under Mixed Case Interval Censoring, Feasible invertibility conditions and maximum likelihood estimation for observation-driven models, On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise, Fitting circles to scattered data: parameter estimates have no moments, Robust estimation of a location parameter with the integrated Hogg function, ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE, Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models, Conditions equivalent and doubly equivalent to consistency of approximate MLE's, Unnamed Item, Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set, A modified maximum likelihood test, On the existence of maximum probability estimators, Semiparametric inference with kernel likelihood, Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms, General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator, ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS, Estimation in nonstationary random coefficient autoregressive models, Consistency of minimum contrast estimators in non-standard cases, Asymptotic behavior of Bayes estimates under possibly incorrect models, The asymptotic distribution of the likelihood ratio when the model is incorrect, Unnamed Item, Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models, Minimax estimators of parameters of a regression model, Singular asymptotic normality of an estimator in the conic section fitting problem. I, ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL, The Berry-Esseen bound for minimum contrast estimates, Asymptotic normality, Estimation by minimum-discrepancy methods, Second order asymptotics in nonlinear regression, Unnamed Item, Structure and estimation of a class of nonstationary yet nonexplosive GARCH models, Estimates of parameters of dependent random variables, Note on minimum contrast estimates for Markov processes, PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS, Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms, On Bayes estimates, The bound in the Berry-Esseen result for minimum contrast estimates, Consistency of quantile estimators in regression models with long-range dependent noise, A consistent estimator in the accelerated failure time model with censored observations and measurement errors, Asymptotic Properties of Takacs-Fiksel Estimation Method for GIBBS Point Processes, ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS, Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors, On the existence of strongly consistent indirect estimators when the binding function is compact valued, Convex models, MLE and misspecification, On a class of stopping times for M-estimators, Consistency and asymptotic normality of least absolute value estimates, Unnamed Item, On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters, Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes, Local spatial log-Gaussian Cox processes for seismic data, On the quasi-likelihood estimation for random coefficient autoregressions, A normal hierarchical model and minimum contrast estimation for random intervals, Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Verallgemeinerung eines in der Statistik benötigten Satzes der Maßtheorie
- On rings of operators. Reduction theory
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- On Uniformization of Sets in Topological Spaces
- Further Remarks on Topology and Convergence in Some Ordered Families of Distributions
- Zur Existenz von separablen stochastischen Prozessen
- Note on the Consistency of the Maximum Likelihood Estimate