Pairwise Likelihood Inference for General State Space Models
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Publication:3615083
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Cites work
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
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- Pairwise likelihood inference for ordinal categorical time series
- Partial likelihood
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- Time series analysis by state space methods
Cited in
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- Student‐t stochastic volatility model with composite likelihood EM‐algorithm
- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
- Intertemporal persistence in healthcare spending and utilization: the role of insurance
- A note on predictive densities based on composite likelihood methods
- Pairwise likelihood inference for the random effects probit model
- Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails
- Pairwise likelihood inference for ordinal categorical time series
- A new filtering inference procedure for a GED state-space volatility model
- Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data
- Approximate pairwise likelihood inference in SGLM models with skew normal latent variables
- Pairwise likelihood methods for inference in image models
- Composite likelihood estimation for models of spatial ordinal data and spatial proportional data with zero/one values
- On composite marginal likelihoods
- A note on empirical likelihoods derived from pairwise score functions
- The likelihood for a state space model
- The dimension-wise quadrature estimation of dynamic latent variable models for count data
- A weighted pairwise likelihood approach to multivariate AR(1) models
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