On asymptotics of estimating functions
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Publication:5952304
zbMath0982.62020MaRDI QIDQ5952304
Publication date: 7 April 2002
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
consistencybranching processesasymptotic normalityMarkov processesdiffusion processesautoregressive processesestimating equationsreviewmisspecified modelslikelihood inferencemartingale estimating functionsquasi likelihood
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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