Estimation in sparsely sampled random walks

DOI10.1016/0304-4149(89)90095-1MaRDI QIDQ1117654zbMATH OpenOpenAlexFDO

Authors Peter Guttorp, Richard A. Lockhart

Publication date 1989

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(89)90095-1

zbMATH Keywords

random walkconsistencyfinite momentsHellinger distancemoment estimationlocal central limit theorem

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50)

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• Consistent estimation in partially observed random walks
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Cites work

• scientific article; zbMATH DE number 3488357 (Why is no real title available?)
• scientific article; zbMATH DE number 3504208 (Why is no real title available?)
• scientific article; zbMATH DE number 3797051 (Why is no real title available?)
• Consistent estimation in partially observed random walks
• Nonuniform central limit bounds with applications to probabilities of deviations
• What can or can't be estimated in branching and related processes?

Cited in

(4)

• The role of probability generating functions for estimation in incompletely observed random walks
• Premature sampling in random walks
• Consistent estimation in partially observed random walks
• Exact and efficient sampling of conditioned walks

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