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zbMATH Open0651.62083MaRDI QIDQ3796591

Christopher C. Heyde

Publication date: 1987

Title of this publication is not available (Why is that?)

zbMATH Keywords

martingale differences estimating equations conditional least squares estimator quasi-likelihood function fixed samples large sample conditions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Related Items (1)

On optimal estimates of random variables

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