Pages that link to "Item:Q1112529"

The following pages link to Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529):

Displaying 19 items.

• Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
• Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
• Asymptotic properties of maximum likelihood estimators from dependent observations (Q1082739) (← links)
• On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified (Q1299480) (← links)
• Multiple optima and asymptotic approximations in the partial adjustment model (Q1329126) (← links)
• The dependence of uncorrelated statistics (Q1343523) (← links)
• \(M\)-estimation for dependent random variables (Q1613086) (← 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)
• Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models (Q2196200) (← links)
• Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza (Q2313964) (← links)
• Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process (Q2325391) (← links)
• ML estimation of multiple regression parameters under classification of the dependent variable (Q2355524) (← links)
• A note on sequential ML estimates and their asymptotic covariances (Q3468484) (← links)
• Local sensitivity and diagnostic tests (Q3594917) (← links)
• ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• Maximum likelihood estimation in hidden Markov models with inhomogeneous noise (Q5228348) (← links)
• A likelihood for correlated extreme series (Q6626077) (← links)