scientific article

zbMath0604.62025MaRDI QIDQ3740809

B. L. S. Prakasa Rao

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

change-point problemstochastic differential equationsmaximum likelihoodleast squares estimatorBayes estimatorssemi-martingaleomega square statisticsEmpirical characteristic functionchi square statisticsMartingale approach to inferenceVon Mises functionals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) General nonlinear regression (62J02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) General theory of stochastic processes (60G07)

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