On Nonparametric Likelihood Methods for Weakly and Strongly Dependent Time Series

doi 10.31274/etd-180810-1745
Full Text
Abstract

Available in full text

Date

Unknown

Authors
Publisher

Iowa State University

Related search

Nonparametric Inference for Unbalanced Time Series Data

Econometric Theory
EconomicsEconometricsSocial Sciences
2005English

Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients

2018English

Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients

2018English

Introducing Nonparametric Predictive Inference Methods for Reproducibility of Likelihood Ratio Tests

Journal of Statistical Theory and Practice
StatisticsProbability
2018English

Empirical Likelihood for Nonparametric Additive Models

SSRN Electronic Journal
2011English

Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series

SSRN Electronic Journal
2010English

Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2017English

On Some Nonparametric Methods for Changepoint Problems.

English

Empirical Likelihood Inference for the Cox Model With Time-Dependent Coefficients via Local Partial Likelihood

Scandinavian Journal of Statistics
UncertaintyStatisticsProbability
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy