scientific article; zbMATH DE number 3604233
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Publication:4170123
zbMATH Open0388.62079MaRDI QIDQ4170123FDOQ4170123
Authors: I. V. Basawa, Paul D. Feigin, Christopher C. Heyde 
Publication date: 1976
Title of this publication is not available (Why is that?)
Cited In (24)
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
- Asymptotic theory for multivariate GARCH processes.
- Estimating a parametric trend component in a continuous-time jump-type process
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
- A general asymptotic theory for time-series models
- Asymptotic theory for a vector ARMA-GARCH model
- Estimating parameters of a \(k\)-factor GIGARCH process
- Strong consistency of the MLE for sequential design problems
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
- Inference for a binary lattice Markov process
- Analytical uses of Kalman filtering in econometrics — A survey
- Model identification using the efficient determination criterion
- Asymptotic inference for stochastic processes
- Some identification and estimation results for regression models with stochastically varying coefficients
- Specification test for a linear regression model with ARCH process
- Modelling cycles in climate series: the fractional sinusoidal waveform process
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
- Imputation-based semiparametric estimation for INAR(1) processes with missing data
- Modeling the variance of return intervals toward volatility prediction
- Asymptotic likelihood estimation from birth and death on a flow
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
- Recursive identification in continuous-time stochastic processes
- Asymptotic distribution of the log-likelihood function for stochastic processes
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