Pages that link to "Item:Q5001023"
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The following pages link to Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023):
Displaying 6 items.
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrap maximum likelihood for quasi-stationary distributions (Q4613965) (← links)
- Structural identification of quadratic block-oriented models based on estimated Volterra kernels (Q4733810) (← links)
- Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators (Q5093931) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (Q6190681) (← links)