A review of asymptotic theory of estimating functions
نویسندگان
چکیده
منابع مشابه
A review of asymptotic theory of estimating functions
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic distribution are treated separately. Our conditions are not minimal, but can be verified for many interesting stochastic process models. Several examples illustrate the...
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ژورنال
عنوان ژورنال: Statistical Inference for Stochastic Processes
سال: 2018
ISSN: 1387-0874,1572-9311
DOI: 10.1007/s11203-018-9178-8