Arvanitis, Stelios; Anyfantaki, Sofia On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model. (English) Zbl 07205124 J. Time Ser. Anal. 41, No. 2, 341-350 (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62M10 60G44 60F17 65C05 91B84 62P20 PDF BibTeX XML Cite \textit{S. Arvanitis} and \textit{S. Anyfantaki}, J. Time Ser. Anal. 41, No. 2, 341--350 (2020; Zbl 07205124) Full Text: DOI
Kumar, D. Explicit expressions and statistical inference of generalized Rayleigh distribution based on lower record values. (English) Zbl 1403.62085 Math. Methods Stat. 24, No. 3, 225-241 (2015). MSC: 62G30 62N05 62E10 60F17 PDF BibTeX XML Cite \textit{D. Kumar}, Math. Methods Stat. 24, No. 3, 225--241 (2015; Zbl 1403.62085) Full Text: DOI
Zhang, Rong-Mao; Chan, Ngai Hang Maximum likelihood estimation for nearly non-stationary stable autoregressive processes. (English) Zbl 1282.62209 J. Time Ser. Anal. 33, No. 4, 542-553 (2012). MSC: 62M10 62E20 60F17 PDF BibTeX XML Cite \textit{R.-M. Zhang} and \textit{N. H. Chan}, J. Time Ser. Anal. 33, No. 4, 542--553 (2012; Zbl 1282.62209) Full Text: DOI
Ng, Hui Khoon; Englert, Berthold-Georg A simple minimax estimator for quantum states. (English) Zbl 1261.81045 Int. J. Quantum Inf. 10, No. 4, Paper No. 1250038, 25 p. (2012). MSC: 81P50 49S05 62F15 PDF BibTeX XML Cite \textit{H. K. Ng} and \textit{B.-G. Englert}, Int. J. Quantum Inf. 10, No. 4, Paper No. 1250038, 25 p. (2012; Zbl 1261.81045) Full Text: DOI
Gach, F.; Pötscher, B. M. Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators. (English) Zbl 1308.62073 Math. Methods Stat. 20, No. 4, 288-326 (2011). MSC: 62G07 62G20 62F12 60F17 PDF BibTeX XML Cite \textit{F. Gach} and \textit{B. M. Pötscher}, Math. Methods Stat. 20, No. 4, 288--326 (2011; Zbl 1308.62073) Full Text: DOI
Xiao, Wei-Lin; Zhang, Wei-Guo; Zhang, Xi-Li Maximum-likelihood estimators in the mixed fractional Brownian motion. (English) Zbl 1283.62048 Statistics 45, No. 1, 73-85 (2011). MSC: 62F12 60F17 PDF BibTeX XML Cite \textit{W.-L. Xiao} et al., Statistics 45, No. 1, 73--85 (2011; Zbl 1283.62048) Full Text: DOI
Nickl, Richard Uniform central limit theorems for sieved maximum likelihood and trigonometric series estimators on the unit circle. (English) Zbl 1243.60031 Houdré, Christian (ed.) et al., High dimensional probability. V: The Luminy volume. Most papers based on the presentations at the conference (HDP V), Luminy, France, May 26–30, 2008. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-78-2). Institute of Mathematical Statistics Collections 5, 338-356 (2009). MSC: 60F17 62G07 60F05 62G20 PDF BibTeX XML Cite \textit{R. Nickl}, in: High dimensional probability. V: The Luminy volume. Most papers based on the presentations at the conference (HDP V), Luminy, France, May 26--30, 2008. Beachwood, OH: IMS, Institute of Mathematical Statistics. 338--356 (2009; Zbl 1243.60031) Full Text: DOI Euclid
Einmahl, John H. J.; Segers, Johan Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution. (English) Zbl 1173.62042 Ann. Stat. 37, No. 5B, 2953-2989 (2009). MSC: 62G32 62G05 62G20 62G30 60F05 60F17 62H12 65C60 62M15 PDF BibTeX XML Cite \textit{J. H. J. Einmahl} and \textit{J. Segers}, Ann. Stat. 37, No. 5B, 2953--2989 (2009; Zbl 1173.62042) Full Text: DOI arXiv
DasGupta, Anirban Asymptotic theory of statistics and probability. (English) Zbl 1154.62001 Springer Texts in Statistics. New York, NY: Springer (ISBN 978-0-387-75970-8/hbk). xxvii, 722 p. (2008). Reviewer: H. M. Mai (Berlin) MSC: 62-01 60-01 60F05 60F17 62-02 60-02 PDF BibTeX XML Cite \textit{A. DasGupta}, Asymptotic theory of statistics and probability. New York, NY: Springer (2008; Zbl 1154.62001)
Wellner, Jon A.; Zhang, Ying Two likelihood-based semiparametric estimation methods for panel count data with covariates. (English) Zbl 1126.62084 Ann. Stat. 35, No. 5, 2106-2142 (2007). MSC: 62M10 62G08 62M09 60F05 60F17 62F12 PDF BibTeX XML Cite \textit{J. A. Wellner} and \textit{Y. Zhang}, Ann. Stat. 35, No. 5, 2106--2142 (2007; Zbl 1126.62084) Full Text: DOI Euclid arXiv
Gombay, Edit; Serban, Daniel An adaptation of Page’s CUSUM test for change detection. (English) Zbl 1092.62075 Period. Math. Hung. 50, No. 1-2, 135-147 (2005). Reviewer: Rainer Schwabe (Magdeburg) MSC: 62L10 62F05 60F17 62F03 PDF BibTeX XML Cite \textit{E. Gombay} and \textit{D. Serban}, Period. Math. Hung. 50, No. 1--2, 135--147 (2005; Zbl 1092.62075) Full Text: DOI
Paulauskas, V. On some new results for cointegrated processes with infinite variance innovations. (English) Zbl 0984.62066 Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12-18, 1998. Vilnius: TEV. 553-570 (1999). MSC: 62M10 60F17 62P20 PDF BibTeX XML Cite \textit{V. Paulauskas}, in: Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12--18, 1998. Vilnius: TEV; Utrecht: VSP. 553--570 (1999; Zbl 0984.62066)
Jankunas, Andrius; Khasminskii, Rafail Z. Estimation of parameters of linear homogeneous stochastic differential equations. (English) Zbl 0933.62099 Stochastic Processes Appl. 72, No. 2, 205-219 (1997). Reviewer: G.Dohnal (Praha) MSC: 62M99 62F12 62M15 60B11 60G10 60F17 PDF BibTeX XML Cite \textit{A. Jankunas} and \textit{R. Z. Khasminskii}, Stochastic Processes Appl. 72, No. 2, 205--219 (1998; Zbl 0933.62099) Full Text: DOI
Chan, Ngai Hang; Palma, Wilfredo State space modeling of long-memory processes. (English) Zbl 0929.62091 Ann. Stat. 26, No. 2, 719-740 (1998). MSC: 62M10 62F12 62M20 60F17 PDF BibTeX XML Cite \textit{N. H. Chan} and \textit{W. Palma}, Ann. Stat. 26, No. 2, 719--740 (1998; Zbl 0929.62091) Full Text: DOI
Ling, Shiqing; Li, W. K. Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors. (English) Zbl 0932.62103 Ann. Stat. 26, No. 1, 84-125 (1998). MSC: 62M10 62E20 60F17 62F12 PDF BibTeX XML Cite \textit{S. Ling} and \textit{W. K. Li}, Ann. Stat. 26, No. 1, 84--125 (1998; Zbl 0932.62103) Full Text: DOI
Dikta, Gerhard On semiparametric random censorship models. (English) Zbl 0927.62101 J. Stat. Plann. Inference 66, No. 2, 253-279 (1998). Reviewer: W.Stute (Gießen) MSC: 62N01 60F17 60F15 62F10 62G30 PDF BibTeX XML Cite \textit{G. Dikta}, J. Stat. Plann. Inference 66, No. 2, 253--279 (1998; Zbl 0927.62101) Full Text: DOI
Fierro, Raúl Large-sample analysis for a stochastic epidemic model and its parameter estimators. (English) Zbl 0858.92028 J. Math. Biol. 34, No. 8, 843-856 (1996). MSC: 92D30 60F17 60F10 62P10 PDF BibTeX XML Cite \textit{R. Fierro}, J. Math. Biol. 34, No. 8, 843--856 (1996; Zbl 0858.92028) Full Text: DOI
Stefanov, Valeri T. Explicit limit results for minimal sufficient statistics and maximum likelihood estimators in some Markov processes: Exponential families approach. (English) Zbl 0852.62076 Ann. Stat. 23, No. 4, 1073-1101 (1995). MSC: 62M05 60F17 62L12 62F12 62E20 PDF BibTeX XML Cite \textit{V. T. Stefanov}, Ann. Stat. 23, No. 4, 1073--1101 (1995; Zbl 0852.62076) Full Text: DOI
Eisele, Jeffrey R.; Woodroofe, Michael B. Central limit theorems for doubly adaptive biased coin designs. (English) Zbl 0835.62068 Ann. Stat. 23, No. 1, 234-254 (1995). Reviewer: R.Vasudeva (Mysore) MSC: 62L05 60F05 60G42 60F17 PDF BibTeX XML Cite \textit{J. R. Eisele} and \textit{M. B. Woodroofe}, Ann. Stat. 23, No. 1, 234--254 (1995; Zbl 0835.62068) Full Text: DOI
Sen, Pranab K.; Singer, Julio M. Large-sample methods in statistics: an introduction with applications. (English) Zbl 0867.62003 New York, NY: Chapman and Hall. xii, 382 p. (1993). Reviewer: J.Melamed (Los Angeles) MSC: 62-01 62G20 60F05 60F17 62F05 62F12 PDF BibTeX XML Cite \textit{P. K. Sen} and \textit{J. M. Singer}, Large-sample methods in statistics: an introduction with applications. New York, NY: Chapman and Hall (1993; Zbl 0867.62003)
Böhning, Dankmar Construction of reliable maximum likelihood algorithms with application to logistic and Cox regression. (English) Zbl 0790.62071 Rao, C. R. (ed.), Computational statistics. Amsterdam: North-Holland. Handb. Stat. 9, 409-422 (1993). MSC: 62J99 62H12 65C99 62J05 PDF BibTeX XML Cite \textit{D. Böhning}, Handb. Stat. 9, 409--422 (1993; Zbl 0790.62071)
Jain, Sudha; Templeton, J. G. C. Confidence interval for M/M/2 queue with heterogeneous servers. (English) Zbl 0723.60115 Oper. Res. Lett. 10, No. 2, 99-101 (1991). Reviewer: G.G.Vranceanu (Bucureşti) MSC: 60K25 62M99 90B22 PDF BibTeX XML Cite \textit{S. Jain} and \textit{J. G. C. Templeton}, Oper. Res. Lett. 10, No. 2, 99--101 (1991; Zbl 0723.60115) Full Text: DOI
Cox, Dennis D.; Llatas, Isabel Maximum likelihood type estimation for nearly nonstationary autoregressive time series. (English) Zbl 0742.62084 Ann. Stat. 19, No. 3, 1109-1128 (1991). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62F12 60F17 PDF BibTeX XML Cite \textit{D. D. Cox} and \textit{I. Llatas}, Ann. Stat. 19, No. 3, 1109--1128 (1991; Zbl 0742.62084) Full Text: DOI
Gu, Ming Gao; Lai, Tze Leung Functional laws of the iterated logarithm for the product-limit estimator of a distribution function under random censorship or truncation. (English) Zbl 0705.62040 Ann. Probab. 18, No. 1, 160-189 (1990). Reviewer: E.I.Trofimov MSC: 62G05 60F15 60F17 60H05 60B12 60G44 PDF BibTeX XML Cite \textit{M. G. Gu} and \textit{T. L. Lai}, Ann. Probab. 18, No. 1, 160--189 (1990; Zbl 0705.62040) Full Text: DOI
Kim, Jeankyung; Pollard, David Cube root asymptotics. (English) Zbl 0703.62063 Ann. Stat. 18, No. 1, 191-219 (1990). Reviewer: L.Weiss MSC: 62G20 60F17 60G15 62G99 62F12 62M99 PDF BibTeX XML Cite \textit{J. Kim} and \textit{D. Pollard}, Ann. Stat. 18, No. 1, 191--219 (1990; Zbl 0703.62063) Full Text: DOI
Casella, George; Berger, Roger L. Statistical inference. (English) Zbl 0699.62001 Wadsworth & Brooks/Cole Statistics/Probability Series. Pacific Grove, CA: Wadsworth & Brooks/Cole Advanced Books & Software. xviii, 650 p. (1990). Reviewer: L.Weiss MSC: 62-01 PDF BibTeX XML Cite \textit{G. Casella} and \textit{R. L. Berger}, Statistical inference. Pacific Grove, CA: Wadsworth \&| Brooks/Cole Advanced Books \&| Software (1990; Zbl 0699.62001)
Vostrikova, L. Limit theorems for the likelihood ratio processes of statistical parametric models. (English) Zbl 0667.62017 Probability theory and mathematical statistics with applications, Proc. 5th Pannonian Symp., Visegrád/Hung. 1985, 415-429 (1989). Reviewer: Zengyan Lin MSC: 62F12 60F05 60F17 62E20 PDF BibTeX XML
Cramer, J. S. Econometric applications of maximum likelihood methods. (English) Zbl 0747.62111 Cambridge etc.: Cambridge University Press. xiii, 208 p. (1989). Reviewer: G.Hasenkamp (Hamburg) MSC: 62P20 62-01 PDF BibTeX XML Cite \textit{J. S. Cramer}, Econometric applications of maximum likelihood methods. Cambridge etc.: Cambridge University Press (1989; Zbl 0747.62111)
Phelna, Michael J. Some applications in statistics of semimartingale weak convergence theorems. (English) Zbl 0689.62024 Statistical inference from stochastic processes, Proc. AMS-IMS-SIAM Jt. Summer Res. Conf., Ithaca/NY 1987, Contemp. Math. 80, 153-189 (1988). Reviewer: Zhidong Bai MSC: 62F12 60F05 60F17 60G42 62G10 PDF BibTeX XML
Major, P.; Rejtö, L. Strong embedding of the estimator of the distribution function under random censorship. (English) Zbl 0667.62024 Ann. Stat. 16, No. 3, 1113-1132 (1988). Reviewer: P.Gaenssler MSC: 62G05 62F15 60F17 PDF BibTeX XML Cite \textit{P. Major} and \textit{L. Rejtö}, Ann. Stat. 16, No. 3, 1113--1132 (1988; Zbl 0667.62024) Full Text: DOI
Lazrieva, N. L.; Toronjadze, T. A. Joint asymptotic distribution of the maximum likelihood estimator and M- estimator. (English) Zbl 0631.62023 Probability theory and mathematical statistics, Proc. 5th Jap.-USSR Symp., Kyoto/Jap. 1986, Lect. Notes Math. 1299, 259-266 (1988). MSC: 62E20 62F12 60F17 PDF BibTeX XML
Erickson, Gary J. (ed.); Smith, C. Ray (ed.) Maximum-entropy and Bayesian methods in science and engineering. Vol. I: Foundations. Vol II: Applications. (Proceedings of the 5th, 6th and 7th workshops held at the University of Wyoming, August 5-8, 1985, and at Seattle University, August 5-8, 1986, and August 4-7, 1987). (English) Zbl 0665.62006 Fundamental Theories of Physics, 31-32. Dordrecht etc.: Kluwer Academic Publishers. x, 316 p./Vol. I; ix, 436 p./Vol II, £98.00/set (1988). Reviewer: K.Piasecki MSC: 62-06 62A01 68T05 62N99 62P99 94A15 62B10 68T99 PDF BibTeX XML Cite \textit{G. J. Erickson} (ed.) and \textit{C. R. Smith} (ed.), Maximum-entropy and Bayesian methods in science and engineering. Vol. I: Foundations. Vol II: Applications. (Proceedings of the 5th, 6th and 7th workshops held at the University of Wyoming, August 5-8, 1985, and at Seattle University, August 5-8, 1986, and August 4-7, 1987). Dordrecht etc.: Kluwer Academic Publishers (1988; Zbl 0665.62006)
Sen, Pranab Kumar Sequential estimation of the size of a finite population. (English) Zbl 0661.62071 REBRAPE 1, No. 2, 113-137 (1987). MSC: 62L12 62D05 62F25 PDF BibTeX XML Cite \textit{P. K. Sen}, REBRAPE 1, No. 2, 113--137 (1987; Zbl 0661.62071)
Vostrikova, Ludmilla Functional limit theorems for the likelihood ratio processes. (English) Zbl 0627.62034 Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 6, 145-182 (1985). MSC: 62F12 60F17 62E20 60F05 62M09 PDF BibTeX XML Cite \textit{L. Vostrikova}, Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 6, 145--182 (1985; Zbl 0627.62034)
Vostrikova, L. Ju. Functional limit theorems for the ”disorder” problem. (English) Zbl 0508.60032 Stochastics 9, 103-124 (1983). MSC: 60F17 60G42 62F10 PDF BibTeX XML Cite \textit{L. Ju. Vostrikova}, Stochastics 9, 103--124 (1983; Zbl 0508.60032) Full Text: DOI
Sen, Pranab Kumar On asymptotic normality in sequential sampling tagging. (English) Zbl 0585.62060 Sankhyā, Ser. A 44, 352-363 (1982). MSC: 62F12 62L99 60F05 62D05 62L12 62M05 PDF BibTeX XML Cite \textit{P. K. Sen}, Sankhyā, Ser. A 44, 352--363 (1982; Zbl 0585.62060)
Picard, D.; Deshayes, J. Rupture de modeles: loi asymptotique des statistiques de tests et des estimateurs du maximum de vraisemblance. (French) Zbl 0525.62025 Ann. Sci. Univ. Clermont-Ferrand II 71, Math. 20, 115-118 (1982). MSC: 62E20 62F05 62F12 60F17 PDF BibTeX XML Cite \textit{D. Picard} and \textit{J. Deshayes}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 71(20), 115--118 (1982; Zbl 0525.62025) Full Text: Numdam EuDML
Huskova, Marie; Jureckova, Jana Second order asymptotic relations of M-estimators and R-estimators in two-sample location model. (English) Zbl 0482.62027 J. Stat. Plann. Inference 5, 309-334 (1981). MSC: 62G05 62F12 62E20 60F17 PDF BibTeX XML Cite \textit{M. Huskova} and \textit{J. Jureckova}, J. Stat. Plann. Inference 5, 309--334 (1981; Zbl 0482.62027) Full Text: DOI