scientific article; zbMATH DE number 721889
From MaRDI portal
Publication:4322839
zbMath0810.62079MaRDI QIDQ4322839
Publication date: 13 February 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
local asymptotic normalitysemimartingalecompensatorestimating functionspredictable quadratic variationasymptotically normal estimatorsasymptotic variance boundsbest estimating functionconcentration of regular estimators
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)
Related Items (2)
Adaptive estimators for parameters of the autoregression function of a Markov chain ⋮ Quasi-likelihood models and optimal inference
This page was built for publication: