The foundations of finite sample estimation in stochastic processes (Q3707189): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The foundations of finite sample estimation in stochastic processes |
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The foundations of finite sample estimation in stochastic processes (English)
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1985
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conditional least squares
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estimating function
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likelihood function
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observed Fisher information
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score function
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discrete stochastic process
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generalisation of the Gauss-Markov theorem
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linear and nonlinear autoregressions
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branching processes
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finite sample size
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optimality
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asymptotic variance
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robust estimation for time series
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conditional unbiasedness
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