Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool

DOI10.1007/978-3-319-02651-0_2OpenAlexW143139748MaRDI QIDQ5167874

Ishwar V. Basawa, Sun Young Hwang

Publication date: 2 July 2014

Published in: Contemporary Developments in Statistical Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02651-0_2

zbMATH Keywords

martingalesconvolution theoremsasymptotic optimalityergodicquasilikelihoodnon-ergodic processesestimatingfunctionsmaximumlikelihood

Mathematics Subject Classification ID

Statistics (62-XX)

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