Pages that link to "Item:Q5169781"
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The following pages link to Non-ergodic martingale estimating functions and related asymptotics (Q5169781):
Displaying 6 items.
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Some characterizations of non-ergodic estimating functions for stochastic processes (Q892894) (← links)
- Nonclassical estimates of precision of normal approximation for martingales (Q1324903) (← links)
- Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk (Q2132026) (← links)
- Functional CLT for martingale-like nonstationary dependent structures (Q2325370) (← links)
- A family of non-Gaussian martingales with Gaussian marginals (Q2478414) (← links)