Adaptive estimators for parameters of the autoregression function of a Markov chain (Q1361765)

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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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