Partial quasi-likelihood analysis

DOI10.1007/s42081-018-0006-6zbMath1430.62188arXiv1801.00279OpenAlexW2963744041MaRDI QIDQ2329845

Nakahiro Yoshida

Publication date: 18 October 2019

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.00279

zbMATH Keywords

large deviationmixingpartial mixingquasi-maximum-likelihood estimatorquasi-Bayesian estimatorpartial quasi-likelihood analysis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

Related Items (3)

Quasi-likelihood analysis and its applications ⋮ Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes ⋮ Unnamed Item

Cites Work

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