Non-ergodic martingale estimating functions and related asymptotics
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Publication:5169781
DOI10.1080/02331888.2012.748772zbMath1291.62165OpenAlexW2087429592MaRDI QIDQ5169781
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Publication date: 11 July 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2012.748772
branching processasymptotic optimalitymartingale estimating functionsexplosive autoregressive modelnon-ergodic process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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