Add to ORKGThe comparison of competing estimating functions for a vector parameter of a stochastic process is discussed and the formation of combined quasi-likelihood estimating functions where this is advantageous. An example is given to illustrate the methodology.quasi-likelihood estimating functions Martingales optimality in estimation
For estimation of the stochastic volatility model (SVM), this paper suggests the quasi-likelihood (Q...
Consider a regression model for discrete-time stochastic processes, with a (partially specified) mod...
AbstractFor estimation of the stochastic volatility model (SVM), this paper suggests the quasi-likel...
AbstractThe comparison of competing estimating functions for a vector parameter of a stochastic proc...
AbstractA technique of parameter estimation for a semimartingale based on the maximization of a like...
A technique of parameter estimation for a semimartingale based on the maximization of a likelihood t...
Consider an ergodic Markov chain on the real line, with parametric models for the conditional mean a...
AbstractIn this paper a general method of constructing robust quasi-likelihood estimating functions ...
In this paper, Bayesian estimation for the Pareto distribution, this thesis aims to investigate the ...
We study the optimal choice of quasi-likelihoods for nearly integrated, possibly non-normal, autoreg...
A quasi-likelihood method has been proposed by Wedderburn (1974) for the estimation of parameters in...
General estimating functions are usually used when one desires to conduct inference about a paramete...
Abstract. In this paper we consider some aspects of quasi-likelihood methods used in estimation of p...
Stochastic volatility models have been focus for research in recent years. One interesting and impor...
The asymptotic theory of estimators obtained from estimating functions is re-viewed and some new res...
For estimation of the stochastic volatility model (SVM), this paper suggests the quasi-likelihood (Q...
Consider a regression model for discrete-time stochastic processes, with a (partially specified) mod...
AbstractFor estimation of the stochastic volatility model (SVM), this paper suggests the quasi-likel...
AbstractThe comparison of competing estimating functions for a vector parameter of a stochastic proc...
AbstractA technique of parameter estimation for a semimartingale based on the maximization of a like...
A technique of parameter estimation for a semimartingale based on the maximization of a likelihood t...
Consider an ergodic Markov chain on the real line, with parametric models for the conditional mean a...
AbstractIn this paper a general method of constructing robust quasi-likelihood estimating functions ...
In this paper, Bayesian estimation for the Pareto distribution, this thesis aims to investigate the ...
We study the optimal choice of quasi-likelihoods for nearly integrated, possibly non-normal, autoreg...
A quasi-likelihood method has been proposed by Wedderburn (1974) for the estimation of parameters in...
General estimating functions are usually used when one desires to conduct inference about a paramete...
Abstract. In this paper we consider some aspects of quasi-likelihood methods used in estimation of p...
Stochastic volatility models have been focus for research in recent years. One interesting and impor...
The asymptotic theory of estimators obtained from estimating functions is re-viewed and some new res...
For estimation of the stochastic volatility model (SVM), this paper suggests the quasi-likelihood (Q...
Consider a regression model for discrete-time stochastic processes, with a (partially specified) mod...
AbstractFor estimation of the stochastic volatility model (SVM), this paper suggests the quasi-likel...