On combining quasi-likelihood estimating functions
From MaRDI portal
Publication:1098208
DOI10.1016/0304-4149(87)90206-7zbMath0636.62086OpenAlexW1987393303MaRDI QIDQ1098208
Publication date: 1987
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(87)90206-7
vector parameterfirst order autoregressive processcomparison of competing estimating functionsformation of combined quasi-likelihood estimating functionsoptimality in estimation
Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Martingales with continuous parameter (60G44)
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