Composite likelihood for time series models with a latent autoregressive process (English)
- New search for: Ng, C.T.
- New search for: Joe, H.
- New search for: Karlis, D.
- New search for: Liu, J.
- New search for: Ng, C.T.
- New search for: Joe, H.
- New search for: Karlis, D.
- New search for: Liu, J.
In:
STATISTICA SINICA
;
21
, 1
;
279-306
;
2011
-
ISSN:
- Article (Journal) / Print
-
Title:Composite likelihood for time series models with a latent autoregressive process
-
Contributors:
-
Published in:STATISTICA SINICA ; 21, 1 ; 279-306
-
Publisher:
- New search for: STATISTICA SINICA
-
Publication date:2011-01-01
-
Size:28 pages
-
ISSN:
-
Type of media:Article (Journal)
-
Type of material:Print
-
Language:English
- New search for: 315.1
- Further information on Dewey Decimal Classification
-
Classification:
DDC: 315.1 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 21, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
-
Introduction to Special IssueReid, Nancy et al. | 2011
- 5
-
Special Issue An overview of composite likelihood methodsVarin, Cristiano et al. | 2011
- 5
-
An overview of composite likelihood methodsVarin, C. / Reid, N. / Firth, D. et al. | 2011
- 43
-
On composite likelihoods in statistical geneticsLarribe, F et al. | 2011
- 71
-
Issues and strategies in the selection of composite likelihoodsLindsay, Bruce G et al. | 2011
- 107
-
Maximum local partial likelihood estimators for the counting process intensity function and its derivativesChen, Feng et al. | 2011
- 129
-
Adjusting composite likelihood ratio statisticsPace, Luigi et al. | 2011
- 149
-
Bayesian composite marginal likelihoodsPauli, Francesco et al. | 2011
- 165
-
Composite likelihood EM algorithm with applications to multivariate hidden Markov modelGao, Xin et al. | 2011
- 187
-
Pseudo-likelihood estimation for incomplete dataMolenberghs, Geert et al. | 2011
- 207
-
A pairwise likelihood method for correlated binary data with/without missing observations under generalized partially linear single-index modelsHe, Wenqing et al. | 2011
- 231
-
An EM composite likelihood approach for multistage sampling of family dataChoi, Y et al. | 2011
- 255
-
Comments on pairwise likelihood in time series modelsDavis, Richard A et al. | 2011
- 279
-
Composite likelihood for time series models with a latent autoregressive processNg, Chi Tim et al. | 2011
- 307
-
Nuisance parameters, composite likelihoods and a panel of GARCH modelsPakel, Cavit et al. | 2011
- 331
-
Extending pseudo-likelihood for Potts modelsOkabayashi, Saisuke et al. | 2011
- 349
-
Semi-parametric inference for copula models for truncated dataEmura, Takeshi et al. | 2011
- 369
-
Theory of Gaussian variational approximation for a Poisson mixed modelHall, Peter et al. | 2011
- 391
-
Nonconcave penalized M-estimation with a diverging number of parametersLi, Gaorong et al. | 2011
- 421
-
Optimality criteria for multiresponse linear models based on predictive ellipsoidsLiu, Xin et al. | 2011
- 433
-
Frequency properties of inferences based on an integrated likelihood functionSeverini, Thomas A et al. | 2011
- 449
-
Empirical Bayesian thresholding for sparse signals using mixture loss functionsRaykar, Vikas C et al. | 2011