The following pages link to (Q4215562):
Displayed 30 items.
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- The logit-stable distributions and latent utility scales in categorical data applications (Q734705) (← links)
- Modeling and large sample estimation for multi-casting autoregression (Q842961) (← links)
- Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses (Q872093) (← links)
- Proper Bayesian estimating equation based on Hilbert space method (Q930088) (← links)
- Modified quasi-profile likelihoods from estimating functions (Q935437) (← links)
- Optimal estimating function for estimation and prediction in semi-parametric models (Q935460) (← links)
- A note on GARCH model identification (Q945144) (← links)
- Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
- An RKHS framework for functional data analysis (Q993801) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- Branching Markov processes and related asymptotics (Q1012533) (← links)
- Matrix trace Wielandt inequalities with statistical applications (Q1015872) (← links)
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
- Fitting a line segment to noisy data (Q1417803) (← links)
- Parameter estimation in nonlinear stochastic differential equations (Q1587266) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- Analysis of multivariate longitudinal data using quasi-least squares (Q1600734) (← links)
- Robust inference for generalized linear models with application to logistic regression (Q1612949) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- Maximum quasilikelihood estimation for a simplified NEAR(1) model. (Q1871216) (← links)
- Relative efficiency of three estimators in a polynomial regression with measurement errors (Q1888837) (← links)
- Bias-corrected empirical likelihood in a multi-link semiparametric model (Q2267586) (← links)
- Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models (Q2272098) (← links)
- Statistical inference using higher-order information (Q2370522) (← links)
- Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes (Q2431563) (← links)
- Asymptotic properties of CLS estimators in the Poisson AR(1) model (Q2483882) (← links)
- A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors (Q2485990) (← links)
- Robust Poisson regression (Q2498766) (← links)