Pages that link to "Item:Q1367940"

The following pages link to Quasi-likelihood and its application. A general approach to optimal parameter estimation (Q1367940):

Displaying 50 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• Combining inverse probability weighting and multiple imputation to improve robustness of estimation (Q144956) (← links)
• Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework (Q273605) (← links)
• Optimal-order bounds on the rate of convergence to normality in the multivariate delta method (Q276236) (← links)
• Stationary statistical experiments and the optimal estimator for a predictable component (Q283148) (← links)
• Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
• Constructing initial estimators in one-step estimation procedures of nonlinear regression (Q342757) (← links)
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
• A specification test of stochastic diffusion models (Q385188) (← links)
• Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
• Inference in generalized linear regression models with a censored covariate (Q434965) (← links)
• Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
• Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
• The large sample properties of the solutions of general estimating equations (Q488897) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
• Is the Brownian bridge a good noise model on the boundary of a circle? (Q520566) (← links)
• Inference for the positive stable laws based on a special quadratic distance (Q537232) (← links)
• A nonlinear pseudo-hyperbolic system (Q582467) (← links)
• The EFM approach for single-index models (Q638808) (← links)
• Prediction-based estimating functions: review and new developments (Q642200) (← links)
• Generalized genetic association study with samples of related individuals (Q652373) (← links)
• Quasi Bayesian likelihood (Q713727) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• On composite marginal likelihoods (Q732228) (← links)
• Regression analysis for cumulative incidence probability under competing risks and left-truncated sampling (Q746117) (← links)
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
• Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
• Identification of multitype branching processes (Q817989) (← links)
• Partially observed information and inference about non-Gaussian mixed linear models (Q817990) (← links)
• Asymptotic results with estimating equations for time-evolving clustered data (Q830743) (← links)
• Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations (Q839451) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Robust estimating equation based on statistical depth (Q864914) (← links)
• An alternative derivation of the Kalman filter using the quasi-likelihood method (Q880264) (← links)
• Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
• Recursive parameter estimation: asymptotic expansion (Q904094) (← links)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
• On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
• Shrinkage estimation in general linear models (Q961674) (← links)
• Default prior distributions from quasi- and quasi-profile likelihoods (Q988917) (← links)
• On the identification of a supercritical branching process (Q1009543) (← links)
• Pairwise likelihood inference for ordinal categorical time series (Q1010578) (← links)
• Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn (Q1020992) (← links)
• Adaptive functional mixed NHPP models for the analysis of recurrent event panel data (Q1023705) (← links)
• Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540) (← links)
• Gaining efficiency via weighted estimators for multivariate failure time data (Q1042954) (← links)
• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time (Q1124986) (← links)
• New developments in inference for temporal stochastic processes (Q1200651) (← links)
• Least-squares fitting from the variogram cloud (Q1284592) (← links)