scientific article; zbMATH DE number 3163319

Cited in

(58)

Moment based approaches to Value the Risk of contingent claim portfolios
Some comments on maximum likelihood and partial least squares methods
Optimal, recursive procedures of identification
Least squares parameter estimation
Formulation and estimation of dynamic models using panel data
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
Orthogonal projections and the geometry of estimating functions.
Optimal estimating functions, quasi-likelihood and statistical modelling
Foundations of multivariate inference using modern computers
Modeling financial durations using penalized estimating functions
Theoretical and empirical distributions of the \(p\) value
A review of asymptotic theory of estimating functions
Time series regression models with locally stationary disturbance
An extension of quasi-likelihood estimation
Multiparametric estimating equations
The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems
The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
Estimation in dynamic regression with an integrated process
Hypothesis testing in the presence of nuisance parameters
Uncertain regression model with autoregressive time series errors
Efficient and robust estimation for autoregressive regression models using shape mixtures of skew t normal distribution
Identification of stochastic nonlinear models using optimal estimating functions
Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model
A method of statistical identification of discrete time parameter linear systems
On the use of a linear model for the identification of feedback systems
Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
Quasi score-driven models
Adaptive estimation of autoregressive models with time-varying variances
Moment conditions and Bayesian non-parametrics
An entropic estimator for linear inverse problems
scientific article; zbMATH DE number 3492039 (Why is no real title available?)
A geometric optimally of Cox's partial likelihood
Generalized C() tests for estimating functions with serial dependence
Efficient algorithms for robust estimation in autoregressive regression models using Student’stdistribution
Quantile estimation of regression models with GARCH-X errors
On one approach to estimation of parameters of a two-dimensional process of linear diffusion in nonstationary case
�ber die Konsistenz von Parametersch�tzfunktionen f�r ein gemischtes Zeitreihen-Regressionsmodell
Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
Estimating parameters in autoregressive models with asymmetric innovations
Bayesian inference for quantile autoregressive model with explanatory variables
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
Prediction-based estimating functions: review and new developments
Multivariate ordinal regression for multiple repeated measurements
Adaptive estimation of autoregression models under long-tailed symmetric distribution
Variable selection for single-index-driven autoregressive model with linear explanatory variables
Inference on breaks in weak location time series models with the estimating function approach
A new single-index-driven autoregressive model
Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
Parameter estimation of regression model with AR(p) error terms based on skew distributions with EM algorithm

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