Inference in stochastic processes

MaRDI QIDQ2734961zbMATH OpenFDO

Authors I. V. Basawa

Publication date 19 November 2001

zbMATH Keywords

asymptotic efficiencysemiparametric modelsadaptive estimationlikelihood methodscomposite hypotheseslocal asymptotic normalityreviewoptimal estimating functionsempirical Bayes methods

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)

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Cited in

(20)

• Asymptotic theory of statistical inference for time series
• Asymptotic theory of conditional inference for stochastic processes
• Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
• A review of asymptotic theory of estimating functions
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• Godambe estimating functions and asymptotic optimal inference
• Stochastic Processes - Inference Theory
• Statistical inference for discrete time stochastic processes
• Statistical inference and Malliavin calculus
• Inference for time series and stochastic processes
• Inference of structures of models of probabilistic dependences from statistical data
• scientific article; zbMATH DE number 3468723 (Why is no real title available?)
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• Local asymptotic normality of a sequential model for marked point processes and its applications
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• New developments in inference for temporal stochastic processes
• Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure.
• Inférence statistique dans les processus stochastiques: Aperçu historique
• scientific article; zbMATH DE number 3984393 (Why is no real title available?)
• Smoothing and occupation measures of stochastic processes

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