Partially specified filtered models and efficiency

MaRDI QIDQ3362398zbMATH OpenFDO

Authors Wolfgang Wefelmeyer, Priscilla Greenwood

Publication date 1992

zbMATH Keywords

asymptotic efficiency of estimatescovariate processfiltered spacepartial likelihood processsemimartingale

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Euler-Maclaurin formula in numerical analysis (65B15)

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