Moment convergence of \(Z\)-estimators

DOI10.1007/s11203-016-9146-0zbMath1380.62104OpenAlexW3164205074MaRDI QIDQ1687328

Yoichi Nishiyama, Ilia Negri

Publication date: 22 December 2017

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-016-9146-0

zbMATH Keywords

asymptotic distributionCox regressionmethod of moment estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Non-Markovian processes: estimation (62M09) Diffusion processes (60J60)

Related Items (1)

Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise

Cites Work

• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
• Adaptive estimation of an ergodic diffusion process based on sampled data
• Cox's regression model for counting processes: A large sample study
• Statistical inference for ergodic diffusion processes.
• Weak convergence and empirical processes. With applications to statistics
• Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
• A note on moment convergence of bootstrap M-estimators
• Asymptotic Statistics
• Estimation of an Ergodic Diffusion from Discrete Observations
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