Pages that link to "Item:Q3740038"
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The following pages link to ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038):
Displayed 12 items.
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models (Q1023627) (← links)
- Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400) (← links)
- The use of generalized inverses in restricted maximum likelihood (Q1086945) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- Multiple optima and asymptotic approximations in the partial adjustment model (Q1329126) (← links)
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process (Q2325391) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (Q4031295) (← links)