The following pages link to (Q4170123):
Displayed 23 items.
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- Model identification using the efficient determination criterion (Q739604) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- Strong consistency of the MLE for sequential design problems (Q1118955) (← links)
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes (Q1136460) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219) (← links)
- Inference for a binary lattice Markov process (Q1284589) (← links)
- Recursive identification in continuous-time stochastic processes (Q1316601) (← links)
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- Asymptotic likelihood estimation from birth and death on a flow (Q1816978) (← links)
- Asymptotic theory for multivariate GARCH processes. (Q1867194) (← links)
- Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- Asymptotic distribution of the log-likelihood function for stochastic processes (Q4155676) (← links)
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Q4561954) (← links)
- Modeling the Variance of Return Intervals Toward Volatility Prediction (Q5121008) (← links)
- Imputation-based semiparametric estimation for INAR(1) processes with missing data (Q5163744) (← links)
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
- Modelling cycles in climate series: the fractional sinusoidal waveform process (Q6190945) (← links)