Maximum likelihood estimation for stochastic processes - a martingale approach
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Publication:4086522
DOI10.1017/S0004972700024977zbMath0323.60053MaRDI QIDQ4086522
Publication date: 1976
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
Related Items (6)
Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes ⋮ Asymptotic inference for stochastic processes ⋮ Local and global identification and strong consistency in time series models ⋮ Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes ⋮ A central limit theorem for martingales and an application to branching processes ⋮ The efficiency criteria problem for stochastic processes
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