Linear Bayes and optimal estimation

DOI10.1023/A:1003893706155zbMath0941.62032OpenAlexW2129901792MaRDI QIDQ1807951

V. P. Godambe

Publication date: 24 November 1999

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003893706155

zbMATH Keywords

optimalityconditioninglinearityoptimum estimating functions

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (8)

Optimal estimating functions, quasi-likelihood and statistical modelling ⋮ The credibility premiums based on estimated moment-generating function ⋮ A note on GARCH model identification ⋮ A Note on the Filtering for Some Time Series Models ⋮ Filtering via estimating functions ⋮ Prediction via estimating functions ⋮ Orthogonal projections and the geometry of estimating functions. ⋮ A note on filtering for long memory processes

This page was built for publication: Linear Bayes and optimal estimation