Prediction-based estimating functions: review and new developments (Q642200)

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Prediction-based estimating functions: review and new developments
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    Prediction-based estimating functions: review and new developments (English)
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    25 October 2011
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    asymptotic normality
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    consistency
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    diffusion with measurement errors
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    Gaussian process
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    integrated diffusion
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    linear predictors
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    non-Markovian models
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    optimal estimating function
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    partially observed system
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    Pearson diffusion
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    statistical inference for stochastic processes
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    stochastic differential equation
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    stochastic volatility model
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    superposition of diffusions
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