On asymptotics of estimating functions

zbMath0982.62020MaRDI QIDQ5952304

Michael Sørensen

Publication date: 7 April 2002

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

consistencybranching processesasymptotic normalityMarkov processesdiffusion processesautoregressive processesestimating equationsreviewmisspecified modelslikelihood inferencemartingale estimating functionsquasi likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (14)

Quantifying Model Uncertainties in Complex Systems ⋮ Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes ⋮ Estimation for discretely observed diffusions using transform functions ⋮ A review of asymptotic theory of estimating functions ⋮ The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes ⋮ A specification test of stochastic diffusion models ⋮ Information ratio test for model misspecification on parametric structures in stochastic diffusion models ⋮ Parametric inference for discretely observed subordinate diffusions ⋮ Joint estimation for SDE driven by locally stable Lévy processes ⋮ Prediction-based estimating functions: review and new developments ⋮ Bayesian inference for functional response in a stochastic predator-prey system ⋮ On Poisson-exponential-Tweedie models for ultra-overdispersed count data ⋮ Estimation in Discretely Observed Diffusions Killed at a Threshold ⋮ Estimating functions for SDE driven by stable Lévy processes

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