Pages that link to "Item:Q3823613"
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The following pages link to Quasi-Likelihood and Optimal Estimation, Correspondent Paper (Q3823613):
Displaying 50 items.
- A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← links)
- Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
- Empirical likelihood inference for estimating equation with missing data (Q365869) (← links)
- Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates (Q391680) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Estimating parameters of diffusion process with unreachable boundary (Q493867) (← links)
- Joint estimation of offspring mean and offspring variance of controlled branching process (Q505487) (← links)
- Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
- An empirical likelihood approach to quantile regression with auxiliary information (Q654462) (← links)
- Quasi Bayesian likelihood (Q713727) (← links)
- On quasi likelihood for semimartingales (Q751137) (← links)
- Combining moment estimates of a parameter common through strata (Q753336) (← links)
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
- An alternative derivation of the Kalman filter using the quasi-likelihood method (Q880264) (← links)
- Finite sample optimality of maximum partial likelihood estimation in Cox's model for counting processes (Q909370) (← links)
- Estimating population size from multiple recapture experiments (Q913431) (← links)
- Proper Bayesian estimating equation based on Hilbert space method (Q930088) (← links)
- The weighted method of moments approach for moment condition models (Q974198) (← links)
- Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540) (← links)
- On combining quasi-likelihood estimating functions (Q1098208) (← links)
- Optimal robust estimation for discrete time stochastic processes (Q1109468) (← links)
- Regularity, partial regularity, partial information process, for a filtered statistical model (Q1123494) (← links)
- Parameter estimation in infinite-dimensional stochastic differential equations (Q1124979) (← links)
- Properties of modelling the error distribution with an extra shape parameter (Q1186056) (← links)
- New developments in inference for temporal stochastic processes (Q1200651) (← links)
- Optimal estimation for semimartingale neuronal models (Q1200653) (← links)
- Estimating functions for conditional inference: many nuisance parameter case (Q1260699) (← links)
- Resistant fits for regression with correlated outcomes an estimating equations approach (Q1298984) (← links)
- Improved efficiency for recapture studies from auxiliary experimentation (Q1299376) (← links)
- Optimal estimation for continuous state branching processes with discrete sampling. (Q1299414) (← links)
- A comparison of recapture, removal and resighting designs for population size estimation (Q1299458) (← links)
- Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method (Q1299885) (← links)
- A quasi-likelihood method for fractal-dimension estimation (Q1299889) (← links)
- An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns (Q1304362) (← links)
- Inference and martingale estimating equations for stochastic processes on a semigroup (Q1330194) (← links)
- A quasi-likelihood approach to the REML estimating equations (Q1341372) (← links)
- A quasi likelihood for integral data on birth and death on flows (Q1343588) (← links)
- Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589) (← links)
- On the strong law of large numbers of multivariate martingales with random norming (Q1344958) (← links)
- Optimal estimating functions, quasi-likelihood and statistical modelling (Q1361749) (← links)
- Quasi-likelihood and its application. A general approach to optimal parameter estimation (Q1367940) (← links)
- On spaces of estimating functions (Q1372411) (← links)
- Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- Profile quasi-likelihood (Q1612984) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
