Pages that link to "Item:Q538181"
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The following pages link to Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181):
Displaying 6 items.
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Asymmetry tests for bifurcating auto-regressive processes with missing data (Q449422) (← links)
- Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- The asymptotic behaviors for least square estimation of multi-casting autoregressive processes (Q2015059) (← links)
- A note on the local asymptotic mixed normality of a controlled branching process with a random control function (Q2070638) (← links)