Bartlett type identities for martingales
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Publication:1327830
DOI10.1214/aos/1176325355zbMath0808.62030OpenAlexW2074895050MaRDI QIDQ1327830
Publication date: 29 June 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325355
momentscumulantslikelihood inferenceBartlett identitiesAR(1) processesleast squares estimatorsmartingale central limit theoremlog likelihood derivatives
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Parametric inference (62F99) Martingales with continuous parameter (60G44) Limit theorems in probability theory (60F99)
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