Consistent estimation in partially observed random walks

DOI10.1214/AOS/1176349649zbMath0588.62058OpenAlexW2050629230MaRDI QIDQ1073497

Andrew F. Siegel, Peter Guttorp

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349649

zbMATH Keywords

consistent estimation of the momentsnon-uniform convergence in distributionpartially observed random walkssparse sampling

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Nonparametric inference (62G99)

Related Items (4)

Estimation in sparsely sampled random walks ⋮ The role of probability generating functions for estimation in incompletely observed random walks ⋮ Sampling a branching tree ⋮ What can or can't be estimated in branching and related processes?

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