Pages that link to "Item:Q1312304"
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The following pages link to Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304):
Displaying 11 items.
- A note on optimum spacing of observations from a continuous time simple Markov process (Q1078960) (← links)
- Asymptotic inference for continuous-time Markov chains (Q1092575) (← links)
- On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models (Q1203944) (← links)
- On minimum distance estimation in recurrent Markov step processes. II (Q1280562) (← links)
- Nonparametric estimators for Markov step processes (Q1336983) (← links)
- Local asymptotic quadraticity of stochastic process models based on stopping times (Q1893865) (← links)
- Local asymptotic normality of a sequential model for marked point processes and its applications (Q1901387) (← links)
- On non-parametric estimation of the Lévy kernel of Markov processes (Q2447727) (← links)
- Optimality of estimators for misspecified semi-Markov models (Q3498582) (← links)
- (Q3999974) (← links)
- Inferring the parameters of a Markov process from snapshots of the steady state (Q4964482) (← links)