Asymptotic properties of adaptive maximum likelihood estimators in latent variable models

DOI10.3150/13-BEJ531zbMath1400.62172arXiv1206.5687MaRDI QIDQ396017

Silvia Bianconcini

Publication date: 8 August 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.5687

zbMATH Keywords

Gaussian quadrature; Laplace approximation; generalized linear models; \(M\)-estimators

Mathematics Subject Classification ID

62M09: Non-Markovian processes: estimation

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Uses Software

• R
• Stata
• Mplus
• GMRFLib