New developments in inference for temporal stochastic processes

DOI10.1016/0378-3758(92)90097-CzbMath0752.62062OpenAlexW2055923988MaRDI QIDQ1200651

Christopher C. Heyde

Publication date: 16 January 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90097-c

zbMATH Keywords

optimalitymaximum likelihoodleast squaresConsistencystochastic disturbanceminimum size asymptotic confidence zone resultsquasi- likelihood estimatorsquasi-score estimating functionsrecent progresssemi-martingale models

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items (5)

Inference for stochastic neuronal models ⋮ Stochastic methods for neural systems ⋮ Optimal estimation for semimartingale neuronal models ⋮ Inference for stochastic neuronal models ⋮ Optimal estimation for continuous state branching processes with discrete sampling.

Cites Work

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• On combining quasi-likelihood estimating functions
• On Bayesian nonparametric estimation for stochastic processes
• Optimal estimation for semimartingale neuronal models
• Quasi-likelihood estimation for semimartingales
• Optimal estimation for semimartingales
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Martingales: Recent Developments, Results and Applications
• Comparison of Semi-Markov and Markov Processes

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