Inference and martingale estimating equations for stochastic processes on a semigroup
- 1 April 1994
- journal article
- Published by Elsevier in Journal of Statistical Planning and Inference
- Vol. 39 (2) , 239-254
- https://doi.org/10.1016/0378-3758(94)90207-0
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Estimation for autoregressive processes with positive innovationsCommunications in Statistics. Stochastic Models, 1992
- Sequential estimation for dependent observations with an application to non-standard autoregressive processesStochastic Processes and their Applications, 1990
- Basic properties and prediction of max-ARMA processesAdvances in Applied Probability, 1989
- Estimation for first-order autoregressive processes with positive or bounded innovationsStochastic Processes and their Applications, 1989
- Optimal robust estimation for discrete time stochastic processesStochastic Processes and their Applications, 1987
- Quasi-Likelihood and Optimal Estimation, Correspondent PaperInternational Statistical Review, 1987
- The foundations of finite sample estimation in stochastic processesBiometrika, 1985
- RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTSJournal of Time Series Analysis, 1985
- Conditional Exponential Families and a Representation Theorem for Asympotic InferenceThe Annals of Statistics, 1981
- Weak convergence with random indicesStochastic Processes and their Applications, 1977