Time-sequential point estimation through estimating equations

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DOI10.1214/AOS/1176347755zbMath0734.62084OpenAlexW2076218399MaRDI QIDQ811072

Chao A. Hsiung, I.-Shou Chang

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347755

zbMATH Keywords

martingales information asymptotic efficiency estimating equations counting processes Cox's regression model fully parametric censored data Time-sequential point estimation

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (1)

On information inequalities in sequential estimation for stochastic processes

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