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Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 卷号: 45, 期号: 4, 页码: 1000-1013
作者:  Pan, Baoguo;  Chen, Min
收藏  |  浏览/下载:149/0  |  提交时间:2018/07/30
Asymptotic normality  GARCH models  Non stationarity  Quasi-maximum exponential likelihood estimator  Primary 62M10  Secondary 62F12  
Large deviations for random dynamical systems and applications to hidden Markov models 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 卷号: 121, 期号: 1, 页码: 61-90
作者:  Hu, Shulan;  Wu, Liming
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
Large deviation  Random dynamical systems  Hidden Markov models  Maximum likelihood estimator  
Sieve maximum likelihood estimator for semiparametric regression models with current status data 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2004, 卷号: 99, 期号: 466, 页码: 346-356
作者:  Xue, HQ;  Lam, KF;  Li, GY
收藏  |  浏览/下载:86/0  |  提交时间:2018/07/30
asymptotically efficient estimator  maximum likelihood estimator  optimal convergence rate  partial linear model  strongly consistent  
Some results on parameter estimation in extended growth curve models 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2000, 卷号: 88, 期号: 2, 页码: 285-300
作者:  Wu, QG
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
uniformly minimum risk equivariant estimator  admissible estimator  minimax estimator  maximum likelihood estimator  quadratic loss  matrix loss  
A semiparametric model for truncated and censored data 期刊论文
STATISTICS & PROBABILITY LETTERS, 2000, 卷号: 48, 期号: 3, 页码: 217-227
作者:  Sun, LQ;  Zhu, LX
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
truncated and censored data  product-limit estimator  maximum-likelihood estimation  functional central limit theorem  uniform consistency