scientific article; zbMATH DE number 3637170

MaRDI QIDQ4197239zbMATH OpenFDO

Authors David J. Scott, I. V. Basawa

Publication date 1977

zbMATH Keywords

Stochastic ProcessesAsymptotic EfficiencyDependent ObservationsMaximum Likelihood EstimateMartingale Central Limit Theorem

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07) Martingales with continuous parameter (60G44)

Cited in

(10)

• Goodness-of-fit test for stochastic processes using even empirical moments statistic
• Asymptotically minimax tests of composite hypotheses for nonergodic type processes
• Belief and truth in hypothesised behaviours
• Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
• Asymptotic inference for stochastic processes
• A note on asymptotic inference in a class of non-stationary processes
• The efficiency criteria problem for stochastic processes
• Unit root tests for cross-sectionally dependent panels: the influence of observed factors
• Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
• Asymptotic distribution of the log-likelihood function for stochastic processes

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