The Asymptotic Quasi Likelihood Method
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Author | : Christopher C. Heyde |
Publisher | : Springer Science & Business Media |
Total Pages | : 236 |
Release | : 2008-01-08 |
Genre | : Mathematics |
ISBN | : 0387226796 |
The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.
Author | : Riccardo Biondini |
Publisher | : |
Total Pages | : 216 |
Release | : 1998 |
Genre | : Box-Jenkins forecasting |
ISBN | : |
Author | : Neofitas Sifa Mvoi |
Publisher | : |
Total Pages | : 402 |
Release | : 1998 |
Genre | : Estimation theory |
ISBN | : |
Author | : Youyi Chen |
Publisher | : |
Total Pages | : 260 |
Release | : 1991 |
Genre | : |
ISBN | : |
Author | : Raed Ahmad Hasan Al zghool |
Publisher | : |
Total Pages | : 508 |
Release | : 2008 |
Genre | : Econometrics |
ISBN | : |
Author | : Yongmiao Hong |
Publisher | : World Scientific |
Total Pages | : 523 |
Release | : 2020-07-13 |
Genre | : Business & Economics |
ISBN | : 9811220204 |
Modern economies are full of uncertainties and risk. Economics studies resource allocations in an uncertain market environment. As a generally applicable quantitative analytic tool for uncertain events, probability and statistics have been playing an important role in economic research. Econometrics is statistical analysis of economic and financial data. In the past four decades or so, economics has witnessed a so-called 'empirical revolution' in its research paradigm, and as the main methodology in empirical studies in economics, econometrics has been playing an important role. It has become an indispensable part of training in modern economics, business and management.This book develops a coherent set of econometric theory, methods and tools for economic models. It is written as a textbook for graduate students in economics, business, management, statistics, applied mathematics, and related fields. It can also be used as a reference book on econometric theory by scholars who may be interested in both theoretical and applied econometrics.
Author | : |
Publisher | : |
Total Pages | : |
Release | : 1988 |
Genre | : |
ISBN | : |
Author | : Michael Sørensen |
Publisher | : |
Total Pages | : 14 |
Release | : 1988 |
Genre | : |
ISBN | : |
Author | : Marie Davidian |
Publisher | : |
Total Pages | : 14 |
Release | : 1987* |
Genre | : Estimation theory |
ISBN | : |
The authors study the method of extended quasi-likelihood estimation of the variance function. This method is shown to be closely related to the method of psuedo-likelihood estimation as in Carroll & Ruppert (1982). Keywords: Asymptotic normality; Statistical inference; Heteroscedastic regression model.
Author | : Suparni Gunasekera |
Publisher | : |
Total Pages | : 152 |
Release | : 1992 |
Genre | : Estimation theory |
ISBN | : |