Pages that link to "Item:Q3316424"
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The following pages link to Maximum likelihood estimation of order m for stationary stochastic processes (Q3316424):
Displaying 18 items.
- A composite likelihood inference in latent variable models for ordinal longitudinal responses (Q441817) (← links)
- On composite marginal likelihoods (Q732228) (← links)
- Some challenges for statistics (Q1039967) (← links)
- Join-and-Cut algorithm for self-avoiding walks with variable length and free endpoints (Q1203237) (← links)
- Regression theory for categorical time series (Q1764307) (← links)
- Independence, successive and conditional likelihood for time series of counts (Q2317265) (← links)
- Consistency of estimators of the population-scaled recombination rate (Q2433058) (← links)
- Stochastic volatility duration models (Q2439049) (← links)
- Pseudo-Likelihoods for Bayesian Inference (Q2963082) (← links)
- Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← links)
- A composite likelihood approach to the analysis of longitudinal clonal data on multitype cellular systems under an age-dependent branching process (Q3303657) (← links)
- Pairwise Likelihood Inference for General State Space Models (Q3615083) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- Global and local tests to assess stationarity of Markov transition models (Q5085914) (← links)
- An alternative method for evaluating stationarity in transition models (Q5106984) (← links)
- A proportional odds transition model for ordinal responses with an application to pig behaviour (Q5138599) (← links)
- Combined composite likelihood (Q5175760) (← links)
- A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD (Q5719159) (← links)
