One from many: Estimating a function of many parameters
نویسندگان
چکیده
منابع مشابه
Estimating Parameters in the Presence of Many Nuisance Parameters
This paper considers estimation of parameters for high-dimensional time series with the presence of many nuisance parameters. In particular we are interested in data consisting of p time series of length n, with p to be as large or even larger than n. Here we consider the composite-likelihood estimation and the profile quasi-likelihood estimation. The asymptotic properties of these methodologie...
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ژورنال
عنوان ژورنال: Journal of Physics A: Mathematical and Theoretical
سال: 2020
ISSN: 1751-8113,1751-8121
DOI: 10.1088/1751-8121/abb9ed