Pages that link to "Item:Q3707189"

The following pages link to The foundations of finite sample estimation in stochastic processes (Q3707189):

Displaying 50 items.

• Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
• Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
• Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
• Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
• Estimating function approach for CHARN models (Q475342) (← links)
• Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
• Joint estimation of offspring mean and offspring variance of controlled branching process (Q505487) (← links)
• Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
• Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
• Godambe estimating functions and asymptotic optimal inference (Q553020) (← links)
• Joint estimation using quadratic estimating function (Q642439) (← links)
• Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
• Estimating selective advantage of two alleles in discrete time (Q688483) (← links)
• Time series regression for zero-inflated and overdispersed count data: a functional response model approach (Q777816) (← links)
• Modeling and large sample estimation for multi-casting autoregression (Q842961) (← links)
• Some characterizations of non-ergodic estimating functions for stochastic processes (Q892894) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Finite sample optimality of maximum partial likelihood estimation in Cox's model for counting processes (Q909370) (← links)
• Optimal estimating function for estimation and prediction in semi-parametric models (Q935460) (← links)
• DOA estimator performance assessment in the pre-asymptotic domain using the likelihood principle (Q985458) (← links)
• Inference for shot noise (Q995837) (← links)
• Combining estimating functions for volatility (Q999000) (← links)
• Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540) (← links)
• Optimal martingale estimating equations in a stochastic process (Q1096295) (← links)
• A criterion for filtering in semimartingale models (Q1106597) (← links)
• Optimal robust estimation for discrete time stochastic processes (Q1109468) (← links)
• Regularity, partial regularity, partial information process, for a filtered statistical model (Q1123494) (← links)
• Estimating population size from a capture-recapture experiment with known removals (Q1182785) (← links)
• An inference procedure for a simple epidemic model: A martingale approach (Q1186987) (← links)
• Estimation of multivariate non-linear time series models (Q1193965) (← links)
• A note on estimation of the infection rate (Q1196475) (← links)
• Optimal estimation for semimartingale neuronal models (Q1200653) (← links)
• Optimal estimating function for non-orthogonal model (Q1205476) (← links)
• A nonlinear time series model and estimation of missing observations (Q1206609) (← links)
• Optimal estimation in random coefficient regression models (Q1206649) (← links)
• Estimating functions for conditional inference: many nuisance parameter case (Q1260699) (← links)
• Optimal unbiased statistical estimating functions for Hilbert space valued parameters (Q1263186) (← links)
• A generalized quasi-likelihood estimation (Q1297581) (← links)
• Orthogonal projections and the geometry of estimating functions. (Q1299394) (← links)
• Optimal estimation for continuous state branching processes with discrete sampling. (Q1299414) (← links)
• Foundations of statistical inference based on numerical roots of robust pivot functions (Q1305647) (← links)
• Statistical inference procedure for a hypergeometric model for capture- recapture experiments (Q1308972) (← links)
• Inference and martingale estimating equations for stochastic processes on a semigroup (Q1330194) (← links)
• A note on smoothed estimating functions (Q1335374) (← links)
• Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589) (← links)
• Optimal estimating functions, quasi-likelihood and statistical modelling (Q1361749) (← links)
• Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765) (← links)
• Estimation for rainfall-runoff modeled as a partially observed Markov process (Q1370379) (← links)
• A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
• Generalized smoothed estimating functions for nonlinear time series. (Q1423103) (← links)