Statistics & Probability Letters · 2010 · 13 citations · 13 references
BusinessBusiness EconomicsEconometricsStochastic ProcessesTime Series AnalysisEstimation TheoryLikelihood ComputationLikelihood EstimationMaximum Likelihood EstimationParameter EstimationVolatility ModelingAutoregressive ModelsEmpirical LikelihoodGeneralized Autoregressive Conditional Heteroskedasticity ModelsGeneralized Empirical LikelihoodLikelihood AsymptoticsLikelihood TheoryParameter Estimation For Stochastic Differential Equations
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Time Series: Theory and Methods
Eric R. Ziegel, Peter J. Brockwell, Richard A. Davis · Technometrics · 1992 · 5.1K citations
Density Estimation for Statistics and Data Analysis
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Art B. Owen · The Annals of Statistics · 1990 · 1.5K citations · Full text