Estimating Functions in Indirect Inference

DOI10.1111/j.1369-7412.2003.05341.xzbMath1062.62098OpenAlexW2064553181MaRDI QIDQ4665858

Knut Heggland, Arnoldo Frigessi

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1369-7412.2003.05341.x

zbMATH Keywords

asymptotic variancesimulated likelihoodestimating functions\(G/G/1\) queuetransactional dataIndirect inferenceimplicit statistical models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09) Queueing theory (aspects of probability theory) (60K25)

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Uses Software

• pyuvdata

Cites Work

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• Estimating binary multilevel models through indirect inference.
• Approximate bias correction in econometrics
• Derivation of the \(N\)-step interdeparture time distribution in \(GI/G/1\) queueing systems
• Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter
• Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function

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