Pages that link to "Item:Q1109468"

The following pages link to Optimal robust estimation for discrete time stochastic processes (Q1109468):

Displaying 12 items.

• Optimal martingale estimating equations in a stochastic process (Q1096295) (← links)
• On the stability of robust filter-cleaners (Q1111302) (← links)
• Inference and martingale estimating equations for stochastic processes on a semigroup (Q1330194) (← links)
• A quasi-likelihood approach to the REML estimating equations (Q1341372) (← links)
• Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589) (← links)
• On asymptotic quasi-likelihood estimation (Q1825572) (← links)
• The foundations of finite sample estimation in stochastic processes (Q3707189) (← links)
• A note on estimating equations for linear parameters in discrete-time stochastic processes (Q3985825) (← links)
• Optimal estimating functions and wedderburn's quasi-likelihood (Q4275831) (← links)
• (Q4913785) (← links)
• Robust estimation for discrete‐time state space models (Q5042663) (← links)
• Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs (Q5256558) (← links)