Inference and martingale estimating equations for stochastic processes on a semigroup

DOI10.1016/0378-3758(94)90207-0zbMath0806.60036OpenAlexW2081196244MaRDI QIDQ1330194

Paul D. Feigin

Publication date: 12 February 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90207-0

zbMATH Keywords

generalized expectationsgeneralized martingalesmartingale estimating equations that provide optimum estimatorsrandom variables with values in an Abelian semigroup

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Generalizations of martingales (60G48) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cites Work

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