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Existence and uniqueness of chain ladder solutions

Taylor, Greg - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10011670352

Parametric inference for diffusion processes observed at discrete points in time : a survey

Sørensen, Helle (contributor) - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001702316

Likelihood inference in an autoregression with fixed effects

Dhaene, Geert; Jochmans, Koen - In: Econometric theory 32 (2016) 5, pp. 1178-1215

Persistent link: https://www.econbiz.de/10011661738

Record data from Kies distribution and related statistical inferences

Al-Olaimat, Nesreen M.; Bayoud, Husam A.; Raqab, Mohammad Z. - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 153-170

The Kies probability model was proposed as an alternative to the extended Weibull models as it provides a more efficient fit to some real-life data sets in comparison to the aforementioned models. The paper proposes classical and Bayesian inferences for the Kies distribution based on records....

Persistent link: https://www.econbiz.de/10012818209

Indirect likelihood inference

Creel, Michael D.; Kristensen, Dennis - 2011

Persistent link: https://www.econbiz.de/10010374849

Likelihood Estimation and Inference in a Class of Nonregular Econometric Models

Chernozhukov, Victor; Hong, Han - 2003

. This difficulty also makes the problem computationally challenging. This paper develops estimation and inference theory and … obtain results on convergence rates and distribution theory, and develop Wald and Bayes type inference and confidence …

Persistent link: https://www.econbiz.de/10014088261