Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765)
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English | Adaptive estimators for parameters of the autoregression function of a Markov chain |
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Adaptive estimators for parameters of the autoregression function of a Markov chain (English)
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6 November 1997
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autoregression function
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efficient estimator
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Markov chain
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misspecification
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quasi-likelihood
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weighted nonlinear least-squares estimator
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