scientific article; zbMATH DE number 1215449

zbMath0906.62079MaRDI QIDQ4215579

Michael Sørensen

Publication date: 26 October 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistencyasymptotic normalityeigenfunctionsbiasdiffusion processesreviewCox-Ingersoll-Ross modelmartingale estimating functionsquasi likelihoodoptimal inferenceapproximate likelihood functionpolynomial estimating functions

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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