scientific article; zbMATH DE number 4197202

MaRDI QIDQ5203524zbMATH OpenFDO

Authors Michael Sørensen

Publication date 1989

zbMATH Keywords

asymptotic cost functionGaussian white noiselinear, time-invariant stochastic systemlog-likelihood functionquasi-likelihood estimatorssemimartingalesstate space equationsWiener processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Publication:5753410
• Quasi-likelihood estimation for semimartingales
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Parameter estimation in linear filtering
• Optimal estimation for semimartingales

Cited in

(5)

• Quasi-likelihood estimation for semimartingales
• Information quantities in non-classical settings
• scientific article; zbMATH DE number 4096567 (Why is no real title available?)
• scientific article; zbMATH DE number 4189045 (Why is no real title available?)
• On quasi likelihood for semimartingales

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5203524)