scientific article; zbMATH DE number 857931
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asymptotic efficiencyasymptotic testsasymptotic theoryBayesian estimationconfidence regionsestimation under equality constraintsKalman filtering methodslikelihood ratio principleM-estimationmaximum likelihood estimationmethod of moments estimationmodel selection proceduresmultiple testsnonnested modelsnumerical algorithmsunbiased and invariant testsuniformly most powerful tests
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