Imagen de Portada

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Armillotta, Mirko, Gorgi, Paolo
Formato:	Preprint
Publicado:	2023
Materias:	Methodology Statistics Theory
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Two-stage weighted least squares estimator of multivariate non-negative observation-driven models
por: Armillotta, Mirko
Publicado: (2023)

An exact unbiased semi-parametric maximum quasi-likelihood framework which is complete in the presence of ties
por: Hurley, Landon
Publicado: (2025)

An exact unbiased semi-parametric L2 quasi-likelihood framework, complete in the presence of ties
por: Hurley, Landon
Publicado: (2026)

Restricted maximum likelihood estimation in generalized linear mixed models
por: Maestrini, Luca, et al.
Publicado: (2024)

Non-parametric estimation of conditional quantiles for time series with heavy tails
por: Mathew, Deemat C, et al.
Publicado: (2024)

Semiparametric mean and variance joint models with Laplace link functions for count time series
por: Liu, Tianqing, et al.
Publicado: (2024)

A unified analysis of likelihood-based estimators in the Plackett--Luce model
por: Han, Ruijian, et al.
Publicado: (2023)

Do we need to estimate the variance in robust mean estimation?
por: Sun, Qiang
Publicado: (2021)

Synthetic likelihood in misspecified models
por: Frazier, David T., et al.
Publicado: (2021)

Weight-calibrated estimation for factor models of high-dimensional time series
por: Qiao, Xinghao, et al.
Publicado: (2025)

The Poisson tensor completion parametric estimator
por: Dunlavy, Daniel M., et al.
Publicado: (2025)

Monte Carlo and quasi-Monte Carlo integration for likelihood functions
por: Tang, Yanbo
Publicado: (2025)

Non-parametric estimators of scaled cash flows
por: Bathke, T., et al.
Publicado: (2024)

Inference in generalized linear models with robustness to misspecified variances
por: De Santis, Riccardo, et al.
Publicado: (2022)

Sharp variance estimator and causal bootstrap in stratified randomized experiments
por: Yu, Haoyang, et al.
Publicado: (2024)

Maximum-likelihood estimation of the Matérn covariance structure of isotropic spatial random fields on finite, sampled grids
por: Simons, Frederik J., et al.
Publicado: (2025)

A semi-parametric model for assessing the effect of temperature on ice accumulation rate from Antarctic ice core data
por: Srivastava, Radhendushka, et al.
Publicado: (2023)

On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
por: Ding, Xiucai, et al.
Publicado: (2024)

Minimax optimal adaptive structured transfer learning through semi-parametric domain-varying coefficient model
por: Chen, Hanxiao, et al.
Publicado: (2026)

Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests
por: Bai, Lujia, et al.
Publicado: (2023)

Robustifying likelihoods by optimistically re-weighting data
por: Dewaskar, Miheer, et al.
Publicado: (2023)

A note on distance variance for categorical variables
por: Zhang, Qingyang
Publicado: (2024)

Fast and reliable confidence intervals for a variance component
por: Zhang, Yiqiao, et al.
Publicado: (2024)

Asymptotics of predictive distributions driven by sample means and variances
por: Garelli, Samuele, et al.
Publicado: (2024)

Iterating marginalized Bayes maps for likelihood maximization with application to nonlinear panel models
por: Wheeler, Jesse, et al.
Publicado: (2025)

Combining experimental and observational data through a power likelihood
por: Lin, Xi, et al.
Publicado: (2023)

Statistical inference of random graphs with a surrogate likelihood function
por: Wu, Dingbo, et al.
Publicado: (2022)

Basis expansion approaches for functional analysis of variance with repeated measures
por: Acal, Christian, et al.
Publicado: (2024)

Variance-reduced extreme value index estimators using control variates in a semi-supervised setting
por: Bocquet-Nouaille, Louison, et al.
Publicado: (2025)

Pooling information in likelihood-free inference
por: Frazier, David T., et al.
Publicado: (2022)

New density/likelihood representations for Gibbs models based on generating functionals of point processes
por: Cronie, Ottmar
Publicado: (2024)

On the modelling and prediction of high-dimensional functional time series
por: Chang, Jinyuan, et al.
Publicado: (2024)

Controlling the false discovery rate under a non-parametric graphical dependence model
por: Nguyen, Drew T., et al.
Publicado: (2025)

Asymptotics for parametric martingale posteriors
por: Fong, Edwin, et al.
Publicado: (2024)

Gradual changes in functional time series
por: Bastian, Patrick, et al.
Publicado: (2024)

Marginal likelihoods for finite-support Huber contamination
por: Kim, Jaehoan
Publicado: (2026)

Empirical likelihood for Fréchet means on open books
por: Bharath, Karthik, et al.
Publicado: (2024)

E-values as statistical evidence: A comparison to Bayes factors, likelihoods, and p-values
por: Chugg, Ben, et al.
Publicado: (2026)

Deep learning estimation of the spectral density of functional time series on large domains
por: Mohammadi, Neda, et al.
Publicado: (2026)

Jackknife empirical likelihood ratio test for log symmetric distribution using probability weighted moments
por: S, Anjana, et al.
Publicado: (2024)