scientific article; zbMATH DE number 1215432
From MaRDI portal
Publication:4215562
zbMath0905.62014MaRDI QIDQ4215562
Publication date: 9 February 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Robust inference for generalized linear models with application to logistic regression, Statistical analysis of discrete-valued time series using categorical ARMA models, Decisionmetrics: a decision-based approach to econometric modelling, Statistical inference using higher-order information, Relative efficiency of three estimators in a polynomial regression with measurement errors, Modeling and large sample estimation for multi-casting autoregression, Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses, Some characterizations of non-ergodic estimating functions for stochastic processes, Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes, Fitting a line segment to noisy data, Nonlinear recursive estimation of volatility via estimating functions, Optimal experimental design and some related control problems, On variance estimation in a negative binomial time series regression model, Proper Bayesian estimating equation based on Hilbert space method, Modified quasi-profile likelihoods from estimating functions, Optimal estimating function for estimation and prediction in semi-parametric models, A note on GARCH model identification, Feasible optimum Godambe scores for a semi-parametric GARCH time series, Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality, Asymptotic properties of CLS estimators in the Poisson AR(1) model, A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors, Godambe estimating functions and asymptotic optimal inference, Checking nonlinear heteroscedastic time series models, Bias-corrected empirical likelihood in a multi-link semiparametric model, Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models, Robust Poisson regression, Stochastic modeling of particle movement with application to marine biology and oceanography, An RKHS framework for functional data analysis, Combining estimating functions for volatility, The logit-stable distributions and latent utility scales in categorical data applications, Branching Markov processes and related asymptotics, Matrix trace Wielandt inequalities with statistical applications, On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity, Parameter estimation in nonlinear stochastic differential equations, Foundations of multivariate inference using modern computers, The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis., Analysis of multivariate longitudinal data using quasi-least squares, Maximum quasilikelihood estimation for a simplified NEAR(1) model.
