Adjusting composite likelihood ratio statistics

zbMATH Open1206.62109MaRDI QIDQ3074764FDOQ3074764

Authors: Luigi Pace, Alessandra Salvan, N. Sartori 

Publication date: 10 February 2011

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J21N1/J21N15/J21N15.html

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zbMATH Keywords

pseudolikelihoodpairwise likelihoodGodambe informationfirst-order autoregressionequicorrelated multivariate normal distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

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• Robust inference for non-linear regression models from the Tsallis score: application to coronavirus disease 2019 Contagion in Italy
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