Pages that link to "Item:Q4086522"
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The following pages link to Maximum likelihood estimation for stochastic processes - a martingale approach (Q4086522):
Displaying 6 items.
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes (Q1136460) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Local and global identification and strong consistency in time series models (Q1148645) (← links)
- A central limit theorem for martingales and an application to branching processes (Q1244739) (← links)
- The efficiency criteria problem for stochastic processes (Q1248316) (← links)
- Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes (Q2431563) (← links)
