Prediction-based estimating functions: review and new developments (Q642200)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Prediction-based estimating functions: review and new developments |
scientific article |
Statements
Prediction-based estimating functions: review and new developments (English)
0 references
25 October 2011
0 references
asymptotic normality
0 references
consistency
0 references
diffusion with measurement errors
0 references
Gaussian process
0 references
integrated diffusion
0 references
linear predictors
0 references
non-Markovian models
0 references
optimal estimating function
0 references
partially observed system
0 references
Pearson diffusion
0 references
statistical inference for stochastic processes
0 references
stochastic differential equation
0 references
stochastic volatility model
0 references
superposition of diffusions
0 references