The foundations of finite sample estimation in stochastic processes
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Publication:3707189
asymptotic variancebranching processesconditional least squaresconditional unbiasednessdiscrete stochastic processestimating functionfinite sample sizegeneralisation of the Gauss-Markov theoremlikelihood functionlinear and nonlinear autoregressionsobserved Fisher informationoptimalityrobust estimation for time seriesscore function
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- Inference and martingale estimating equations for stochastic processes on a semigroup
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- Quasi-likelihood estimation for semimartingales
- An extension of quasi-likelihood estimation
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Estimation for mixtures of Markov processes.
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- Proportional trapping-removal models with contaminated data
- Estimation for partially observed Markov processes
- Estimating functions for branching processes
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- Quasi-likelihood models and optimal inference
- Some properties of an estimator for the basic reproduction number of the general epidemic model
- Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
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- Least squares estimation for critical random coefficient first-order autoregressive processes
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- On the asymptotic efficiency of GMM
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- A note on estimating equations for linear parameters in discrete-time stochastic processes
- Optimal estimation of polynomial hazard functions
- Robust MR AS-type algorithm for system identification
- An efficiency comparsion of estimating the number of errors in a system using recapture and removal methods
- A geometric optimally of Cox's partial likelihood
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- A plant-capture approach for population size estimation in continuous time
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- Asymptotics for a class of generalized multicast autoregressive processes
- Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series
- Estimation of the Size of an Open Population from Capture‐Recapture Data Using Weighted Martingale Methods
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- Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process
- Non-Gaussian bifurcating models and quasi-likelihood estimation
- Some aspects of inference for chain binomial models
- Generalized least squares estimation of multivariate nonlinear models with missing data
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach
- Joint estimation of offspring mean and offspring variance of controlled branching process
- Joint estimation of the offspring mean and offspring variance of a second order branching process
- Feasible optimum Godambe scores for a semi-parametric GARCH time series
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
- Non-ergodic martingale estimating functions and related asymptotics
- Proportional Trapping-Removal Model with a Known Ratio
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
- Godambe estimating functions and asymptotic optimal inference
- Optimal nonparametric estimation for some semimartingale stochastic differential equations
- Inference for stochastic neuronal models
- Inference for stochastic neuronal models
- Optimal nonparametric estimation for some semimartingale stochastic differential equations
- Inference for some time series models with random coefficients and infinite variance innovations
- Zero-modified count time series with Markovian intensities
- Estimating function method for nonnegative autoregressive models
- Estimating functions for circular time series models
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