Consistent estimation in partially observed random walks

DOI10.1214/AOS/1176349649MaRDI QIDQ1073497zbMATH OpenOpenAlexFDO

Authors Peter Guttorp, Andrew F. Siegel

Publication date 1985

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349649

zbMATH Keywords

consistent estimation of the momentsnon-uniform convergence in distributionpartially observed random walkssparse sampling

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Nonparametric inference (62G99)

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(4)

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