Optimality and small \(\Delta\)-optimality of martingale estimating functions
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Publication:1857349
zbMath1007.62069MaRDI QIDQ1857349
Publication date: 26 March 2003
Published in: Bernoulli (Search for Journal in Brave)
optimalityasymptotic variancediffusionsestimating functionsgeneralized Cox-Ingersoll-Ross processsmall delta-optimality
Markov processes: estimation; hidden Markov models (62M05) Martingales with continuous parameter (60G44)
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