scientific article; zbMATH DE number 1348627

zbMath0960.62090MaRDI QIDQ4264747

Publication date: 6 October 1999

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

exponential families semimartingales efficiency regression models counting processes estimating functions asymptotic likelihood theory

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Generalizations of martingales (60G48) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62M99)

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