asymptotic likelihood
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Asymptotic Likelihood Theory for Diffusion Processes with Jumps

Semimartingales and their Statistical Inference ◽

10.1201/9780203739891-4 ◽

2019 ◽

pp. 201-238

Author(s):

B.L.S. Prakasa Rao

Keyword(s):

Diffusion Processes ◽

Asymptotic Likelihood

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Asymptotic Likelihood Theory

Semimartingales and their Statistical Inference ◽

10.1201/9780203739891-3 ◽

2019 ◽

pp. 171-200

Author(s):

B.L.S. Prakasa Rao

Keyword(s):

Asymptotic Likelihood

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Asymptotic Likelihood Ratio Test for the Parameter of Inflation in ZIP

Iranian Journal of Science and Technology Transactions A Science ◽

10.1007/s40995-018-0622-9 ◽

2018 ◽

Vol 43 (4) ◽

pp. 1731-1743

Author(s):

Mohammad Mehdi Saber ◽

Hossein Zamani

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Ratio Test ◽

Asymptotic Likelihood

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Multi-sensor beamsteering based on the asymptotic likelihood for colored signals

2011 IEEE Statistical Signal Processing Workshop (SSP) ◽

10.1109/ssp.2011.5967644 ◽

2011 ◽

Author(s):

David Ramirez ◽

Javier Via ◽

Ignacio Santamaria ◽

Louis Scharf

Keyword(s):

Asymptotic Likelihood

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Model selection in validation sampling: An asymptotic likelihood-based LASSO approach

Statistica Sinica ◽

10.5705/ss.2011.029a ◽

2011 ◽

Vol 21 (2) ◽

pp. 659 ◽

Cited By ~ 2

Author(s):

Chenlei Leng ◽

Denis Heng-Yan Leung

Keyword(s):

Model Selection ◽

Validation Sampling ◽

Asymptotic Likelihood

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ASYMPTOTIC LIKELIHOOD APPROXIMATIONS USING A PARTIAL LAPLACE APPROXIMATION

Australian & New Zealand Journal of Statistics ◽

10.1111/j.1467-842x.2006.00451.x ◽

2006 ◽

Vol 48 (4) ◽

pp. 465-476 ◽

Cited By ~ 1

Author(s):

Julian D. Taylor ◽

Arūnas P. Verbyla

Keyword(s):

Laplace Approximation ◽

Asymptotic Likelihood

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Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions

Scandinavian Journal of Statistics ◽

10.1111/1467-9469.00248 ◽

2001 ◽

Vol 28 (3) ◽

pp. 455-470 ◽

Cited By ~ 10

Author(s):

Mathieu Kessler ◽

Anders Rahbek

Keyword(s):

Asymptotic Likelihood

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Asymptotic likelihood estimation from birth and death on a flow

10.1214/aos/1032526962 ◽

1996 ◽

Vol 24 (3) ◽

pp. 1161-1184 ◽

Cited By ~ 2

Author(s):

Michael J. Phelan

Keyword(s):

Likelihood Estimation ◽

Asymptotic Likelihood

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A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes

International Statistical Review ◽

10.2307/1403550 ◽

1994 ◽

Vol 62 (1) ◽

pp. 133 ◽

Cited By ~ 32

Author(s):

O. E. Barndorff-Nielsen ◽

M. Sørensen ◽

M. Sorensen

Keyword(s):

Stochastic Processes ◽

Asymptotic Likelihood

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Asymptotic Likelihood-Based Prediction Functions

Econometrica ◽

10.2307/2938307 ◽

1990 ◽

Vol 58 (5) ◽

pp. 1215 ◽

Cited By ~ 4

Author(s):

Thomas F. Cooley ◽

William R. Parke

Keyword(s):

Prediction Functions ◽

Asymptotic Likelihood

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