scientific article
From MaRDI portal
Publication:3281479
zbMath0100.14601MaRDI QIDQ3281479
Publication date: 1960
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Modeling financial durations using penalized estimating functions ⋮ Adaptive estimation of autoregressive models with time-varying variances ⋮ A geometric optimally of Cox's partial likelihood ⋮ Theoretical and empirical distributions of the \(p\) value ⋮ Optimal, recursive procedures of identification ⋮ Optimal estimating functions, quasi-likelihood and statistical modelling ⋮ Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution ⋮ A review of asymptotic theory of estimating functions ⋮ Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method ⋮ Estimation in dynamic regression with an integrated process ⋮ Hypothesis testing in the presence of nuisance parameters ⋮ Efficient algorithms for robust estimation in autoregressive regression models using Student’stdistribution ⋮ Time series regression models with locally stationary disturbance ⋮ An entropic estimator for linear inverse problems ⋮ Bayesian inference for quantile autoregressive model with explanatory variables ⋮ Least squares parameter estimation ⋮ Inference for high‐dimensional linear models with locally stationary error processes ⋮ Testing for measurement error in regression with autoregressive innovations ⋮ Optimal estimating function for weak location‐scale dynamic models ⋮ Generalised likelihood profiles for models with intractable likelihoods ⋮ Quasi score-driven models ⋮ Identification of stochastic nonlinear models using optimal estimating functions ⋮ Prediction-based estimating functions: review and new developments ⋮ Formulation and estimation of dynamic models using panel data ⋮ Quantile Estimation of Regression Models with GARCH-X Errors ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5734828 �ber die Konsistenz von Parametersch�tzfunktionen f�r ein gemischtes Zeitreihen-Regressionsmodell] ⋮ Estimating parameters in autoregressive models with asymmetric innovations ⋮ Autocorrelated disturbances in the light of specification analysis ⋮ Stochastic difference equation predictors of population fluctuations ⋮ Some aspects of the theory of estimating equations ⋮ On sorting out Poole's paper Stochastic difference equation predictors of population fluctuations about the Box-Jenkins analysis and forecasting of ecological time series ⋮ On the impact of the tests for serial correlation upon the test of significance for the regression coefficient ⋮ A new approach to the problem of estimating spectral parameters of non- stationary time series models ⋮ Subset regression time series and its modeling procedures ⋮ Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances ⋮ Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence ⋮ A method of statistical identification of discrete time parameter linear systems ⋮ On the use of a linear model for the identification of feedback systems ⋮ Moment based approaches to Value the Risk of contingent claim portfolios ⋮ An extension of quasi-likelihood estimation ⋮ Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm ⋮ Multiparametric estimating equations ⋮ Moment Conditions and Bayesian Non-Parametrics ⋮ Orthogonal projections and the geometry of estimating functions. ⋮ The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems ⋮ Some comments on maximum likelihood and partial least squares methods ⋮ On One Approach to Estimation of Parameters of a Two-Dimensional Process of Linear Diffusion in Nonstationary Case ⋮ Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model ⋮ Uncertain regression model with autoregressive time series errors ⋮ Foundations of multivariate inference using modern computers ⋮ Unnamed Item ⋮ Invariant tests based onM-estimators, estimating functions, and the generalized method of moments ⋮ The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.