scientific article; zbMATH DE number 3604233

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(26)

Estimating a parametric trend component in a continuous-time jump-type process
Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
Strong consistency of the MLE for sequential design problems
Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
Asymptotic inference for stochastic processes
Some identification and estimation results for regression models with stochastically varying coefficients
Inference for a binary lattice Markov process
Recursive identification in continuous-time stochastic processes
Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
Asymptotic likelihood estimation from birth and death on a flow
Asymptotic theory for multivariate GARCH processes.
Estimating parameters of a k-factor GIGARCH process
Specification test for a linear regression model with ARCH process
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
Analytical uses of Kalman filtering in econometrics — A survey
Asymptotic distribution of the log-likelihood function for stochastic processes
Asymptotic theory for a vector ARMA-GARCH model
Modeling the variance of return intervals toward volatility prediction
Imputation-based semiparametric estimation for INAR(1) processes with missing data
Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
Modelling cycles in climate series: the fractional sinusoidal waveform process
A general asymptotic theory for time-series models
Modeling high-frequency data with long memory: the FICARR model
A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
Model identification using the efficient determination criterion

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