Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Saddlepoint approximation"

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      Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation 

      Pedeli, Xanthi; Davison, A. C.; Fokianos, Konstantinos (2015)
      Saddlepoint techniques have been used successfully in many applications, owing to the high accuracy with which they can approximate intractable densities and tail probabilities. This article concerns their use for the ...