The following pages link to (Q4088122):
Displaying 40 items.
- Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes (Q507026) (← links)
- Maximum likelihood estimation of the dynamic shock-error model (Q583814) (← links)
- On constrained maximum likelihood estimation with non-i.i.d. observations (Q802243) (← links)
- The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors (Q830758) (← links)
- Conditions for a matrix Kronecker lemma (Q1076109) (← links)
- Asymptotic properties of maximum likelihood estimators from dependent observations (Q1082739) (← links)
- Regression-based specification tests for the multinomial logit model (Q1093298) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes (Q1116250) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219) (← links)
- Overdispersion tests for truncated Poisson regression models (Q1203094) (← links)
- The roles of speciation and divergence time in the loss of duplicate gene expression (Q1255914) (← links)
- Asymptotic normality of maximum likelihood estimators from multiparameter response-driven designs (Q1361748) (← links)
- Constrained covariance matrix estimation in road accident modelling with Schur complements (Q1428317) (← links)
- Arch model with Box-Cox transformed dependent variable (Q1593723) (← links)
- \(M\)-estimation for dependent random variables (Q1613086) (← links)
- Robust inference for variance components models for single trees of cell lineage data (Q1816977) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints (Q1931811) (← links)
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model (Q2112815) (← links)
- Most powerful test sequences with early stopping options (Q2124787) (← links)
- Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models (Q2196200) (← links)
- Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields (Q2368857) (← links)
- Asymptotic properties of maximum likelihood estimators with sample size recalculation (Q2423166) (← links)
- Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes (Q2448800) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- A comparison of mean-variance efficiency tests (Q2630146) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- Inférence statistique dans les processus stochastiques: Aperçu historique (Q3774781) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- Asymptotic distribution of the log-likelihood function for stochastic processes (Q4155676) (← links)
- Estimation of zero-intelligence models by L1 data (Q4554513) (← links)
- How rare are power-law networks really? (Q5161055) (← links)
- Online Learning of Parameters for Modeling User Preference Based on Bayesian Network (Q5877187) (← links)
- Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)
- Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices (Q6177922) (← links)
- A likelihood for correlated extreme series (Q6626077) (← links)
