Estimation in sparsely sampled random walks

DOI10.1016/0304-4149(89)90095-1zbMath0667.62064OpenAlexW2019815032MaRDI QIDQ1117654

Peter Guttorp, Richard A. Lockhart

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90095-1

zbMATH Keywords

consistencyHellinger distancerandom walkfinite momentsmoment estimationlocal central limit theorem

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50)

Related Items (1)

The role of probability generating functions for estimation in incompletely observed random walks

Cites Work

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• Consistent estimation in partially observed random walks
• Nonuniform central limit bounds with applications to probabilities of deviations
• What can or can't be estimated in branching and related processes?

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