Prediction-based estimating functions: review and new developments
Year of publication: |
2011-01-19
|
---|---|
Authors: | Sørensen, Michael |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Aasymptotic normality | consistency | diffusion with measurement errors | Gaussian process | integrated diffusion | linear predictors | non-Markovian models | optimal estimating function | partially observed system | Pearson diffusion |
-
The Pearson diffusions: A class of statistically tractable diffusion processes
Sørensen, Michael, (2007)
-
Estimating Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert, (2015)
-
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert, (2015)
- More ...
-
Simulation of multivariate diffusion bridges
Bladt, Mogens, (2014)
-
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando, (2010)
-
Simple simulation of diffusion bridges with application to likelihood inference for diffusions
Bladt, Mogens, (2010)
- More ...