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Search: subject:"Minimum contrast estimator"
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Minimum contrast estimator
3
Asymptotic normality
1
Characteristic function
1
Choquet functional
1
Fractional Ornstein–Uhlenbeck process
1
M-estimator
1
Maximum likelihood estimator
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Normality
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Primary 60H05
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Random intervals
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Liese, Friedrich
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Ralescu, Dan
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Sun, Yan
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Tanaka, Katsuto
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Vajda, Igor
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Annals of the Institute of Statistical Mathematics
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Metrika
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Statistical Inference for Stochastic Processes
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1
A normal hierarchical model and minimum contrast estimation for random intervals
Sun, Yan
;
Ralescu, Dan
- In:
Annals of the Institute of Statistical Mathematics
67
(
2015
)
2
,
pp. 313-333
Lyashenko and propose a Normal hierarchical model for random intervals. In addition, we develop a
minimum
contrast
estimator
…
Persistent link: https://www.econbiz.de/10011241468
Saved in:
2
Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process
Tanaka, Katsuto
- In:
Statistical Inference for Stochastic Processes
16
(
2013
)
3
,
pp. 173-192
distributions of the maximum likelihood estimator (MLE) and the
minimum
contrast
estimator
(MCE) for the drift parameter, and …
Persistent link: https://www.econbiz.de/10010992898
Saved in:
3
Necessary and sufficient conditions for consistency of generalizedM-estimates
Liese, Friedrich
;
Vajda, Igor
- In:
Metrika
42
(
1995
)
1
,
pp. 291-324
Persistent link: https://www.econbiz.de/10005598626
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