Quick consistency of quasi-maximum likelihood estimators in a multivariate poisson process

Zbigniew Szkutnik

doi:10.1007/bf02614061

Quick consistency of quasi-maximum likelihood estimators in a multivariate poisson process

Metrika ◽

10.1007/bf02614061 ◽

1996 ◽

Vol 44 (1) ◽

pp. 127-134 ◽

Cited By ~ 1

Author(s):

Zbigniew Szkutnik

Keyword(s):

Maximum Likelihood ◽

Poisson Process ◽

Maximum Likelihood Estimators ◽

Quasi Maximum Likelihood ◽

Multivariate Poisson Process

Quasi-maximum likelihood estimation of parameters in a multivariate poisson process

Metrika ◽

10.1007/bf02613893 ◽

1996 ◽

Vol 43 (1) ◽

pp. 1-16 ◽

Cited By ~ 2

Author(s):

Zbigniew Szkutnik

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Poisson Process ◽

Likelihood Estimation ◽

Estimation Of Parameters ◽

Quasi Maximum Likelihood ◽

Multivariate Poisson Process

On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(99)00063-0 ◽

2000 ◽

Vol 85 (1) ◽

pp. 29-44 ◽

Cited By ~ 2

Author(s):

Yoshihide Kakizawa

Keyword(s):

Maximum Likelihood ◽

Asymptotic Efficiency ◽

Maximum Likelihood Estimators ◽

Stationary Processes ◽

Quasi Maximum Likelihood

Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics

10.3386/t0014 ◽

1981 ◽

Cited By ~ 4

Author(s):

Thomas MaCurdy

Keyword(s):

Maximum Likelihood ◽

Asymptotic Properties ◽

Maximum Likelihood Estimators ◽

Test Statistics ◽

Quasi Maximum Likelihood

Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models

Journal of Econometrics ◽

10.1016/j.jeconom.2006.07.016 ◽

2007 ◽

Vol 140 (2) ◽

pp. 849-873 ◽

Cited By ~ 88

Author(s):

Shiqing Ling

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimators ◽

Quasi Maximum Likelihood

Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models

Econometric Reviews ◽

10.1080/07474938.2011.608007 ◽

2011 ◽

Vol 31 (5) ◽

pp. 532-557 ◽

Cited By ~ 3

Author(s):

Emma M. Iglesias ◽

Garry D. A. Phillips

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimators ◽

Finite Sample ◽

Finite Sample Properties ◽

Quasi Maximum Likelihood

Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large

Journal of Econometrics ◽

10.1016/j.jeconom.2008.08.002 ◽

2008 ◽

Vol 146 (1) ◽

pp. 118-134 ◽

Cited By ~ 254

Author(s):

Jihai Yu ◽

Robert de Jong ◽

Lung-fei Lee

Keyword(s):

Maximum Likelihood ◽

Panel Data ◽

Fixed Effects ◽

Maximum Likelihood Estimators ◽

Dynamic Panel Data ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Spatial Dynamic Panel ◽

Quasi Maximum Likelihood ◽

Spatial Dynamic Panel Data

Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models

Electronic Journal of Statistics ◽

10.1214/17-ejs1299 ◽

2017 ◽

Vol 11 (2) ◽

pp. 2707-2740 ◽

Cited By ~ 4

Author(s):

Randal Douc ◽

Konstantinos Fokianos ◽

Eric Moulines

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Asymptotic Properties ◽

Maximum Likelihood Estimators ◽

Time Series Models ◽

Quasi Maximum Likelihood

Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-005-1055-6 ◽

2006 ◽

Vol 9 (3) ◽

pp. 279-330 ◽

Cited By ~ 18

Author(s):

Rajae Azrak ◽

Guy Mélard

Keyword(s):

Maximum Likelihood ◽

Asymptotic Properties ◽

Maximum Likelihood Estimators ◽

Time Dependent ◽

Arma Models ◽

Quasi Maximum Likelihood

A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models

Statistics & Probability Letters ◽

10.1016/j.spl.2012.11.002 ◽

2013 ◽

Vol 83 (2) ◽

pp. 568-572 ◽

Cited By ~ 2

Author(s):

Mengyuan Li ◽

Dalei Yu ◽

Peng Bai

Keyword(s):

Maximum Likelihood ◽

Existence And Uniqueness ◽

Maximum Likelihood Estimators ◽

Spatial Autoregression ◽

Autoregression Models ◽

Quasi Maximum Likelihood