Pages that link to "Item:Q1096295"
From MaRDI portal
The following pages link to Optimal martingale estimating equations in a stochastic process (Q1096295):
Displaying 8 items.
- Recursive utility, martingales, and the asymptotic behaviour of optimal processes (Q673261) (← links)
- Optimal robust estimation for discrete time stochastic processes (Q1109468) (← links)
- Inference and martingale estimating equations for stochastic processes on a semigroup (Q1330194) (← links)
- Time-invariance estimating equations (Q1591602) (← links)
- The foundations of finite sample estimation in stochastic processes (Q3707189) (← links)
- (Q3796591) (← links)
- A note on estimating equations for linear parameters in discrete-time stochastic processes (Q3985825) (← links)
- A Martingale Representation for Matching Estimators (Q4916517) (← links)