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):
Displayed 11 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)
- Consistency of estimators of the population-scaled recombination rate (Q2433058) (← links)
- Stochastic volatility duration models (Q2439049) (← links)
- Pairwise Likelihood Inference for General State Space Models (Q3615083) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- Combined composite likelihood (Q5175760) (← links)
- A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD (Q5719159) (← links)