A review of asymptotic theory of estimating functions
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Publication:1656854
DOI10.1007/s11203-018-9178-8zbMath1450.62101arXiv1711.10900OpenAlexW3103629980MaRDI QIDQ1656854
Publication date: 10 August 2018
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.10900
longitudinal dataMarkov processdiffusion processesergodic processeslimit theoryasymptotic statisticsmisspecified modelhigh frequency asymptotics
Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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