Maximum likelihood estimation for stochastic processes - a martingale approach

DOI10.1017/S0004972700024977MaRDI QIDQ4086522zbMATH OpenFDO

Authors Paul D. Feigin

Publication date 1976

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0004972700024977

Cited in

(6)

• Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
• Asymptotic inference for stochastic processes
• Local and global identification and strong consistency in time series models
• A central limit theorem for martingales and an application to branching processes
• The efficiency criteria problem for stochastic processes
• Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes

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