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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2017.11
- 수록면
- 105 - 110 (6page)
이용수
초록· 키워드
오류제보하기
For the data exhibiting a dependency structure, the exact likelihood is rarely available to researchers mainly because of unobserved initial values and unknown innovation distributions. It is the case in practice to assume a tractable score for the data for the sake of easy analysis. The adopted tractable score is referred to as the instrumental score in order to discriminate from the true Fisher’s score. In this review paper, various existing inferential methodologies in stochastic models (e.g., conditional least squares, pseudo likelihood, quasi-likelihood, quasi-maximum likelihood, Godambe’s linear scores) are reviewed under a unified framework of the instrumental scores. Applications to bifurcating auto-regressions in the context of cell lineage studies are discussed.
목차
ABSTRACT
1. Introduction and Preliminaries
2. Instrumental Scores for Non-likelihood Stochastic Models
3. Efficiency Issue of Instrumental Scores and Quasi-information
4. Nuisance Parameter Issue on Instrumental Scores
5. Non-stationarity Issue on Instrumental Scores
6. Applications to Bifurcating Auto-regressions
References
참고문헌 (12)
참고문헌 신청
[학술지(정기간행물)] - S. Y. Hwang / 2014 / Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: Estimating function approach / Journal of the Korean Statistical Society 43 (4) : 631 ~ 641
[단행본] - Hwang SY / 2014 / Contemporary developments in statistical theory / Springer : 9 ~ 28
[학술지(정기간행물)] - 황선영 / 2017 / Feasible optimum Godambe scores for a semi-parametric GARCH time series / Journal of the Korean Statistical Society 46 (1) : 104 ~ 112
[학술지(정기간행물)] - Godambe VP / 1985 / The foundation of finite sample estimation in stochastic processes / Biometrika 72 : 419 ~ 428
[학술지(정기간행물)] - Hwang SY / 2014 / Non-ergodic martingale estimating functions and related asymptotics / Statistics 48 : 487 ~ 507
[단행본] - Hwang SY / 2014 / Contemporary developments in statistical theory / Springer : 9 ~ 28
[학술지(정기간행물)] - 황선영 / 2017 / Feasible optimum Godambe scores for a semi-parametric GARCH time series / Journal of the Korean Statistical Society 46 (1) : 104 ~ 112
[학술지(정기간행물)] - Godambe VP / 1985 / The foundation of finite sample estimation in stochastic processes / Biometrika 72 : 419 ~ 428
[학술지(정기간행물)] - Hwang SY / 2014 / Non-ergodic martingale estimating functions and related asymptotics / Statistics 48 : 487 ~ 507
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