Pages that link to "Item:Q538181"

The following pages link to Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181):

Displaying 9 items.

• Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
• Asymmetry tests for bifurcating auto-regressive processes with missing data (Q449422) (← links)
• Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
• Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
• The asymptotic behaviors for least square estimation of multi-casting autoregressive processes (Q2015059) (← links)
• A note on the local asymptotic mixed normality of a controlled branching process with a random control function (Q2070638) (← links)
• Branching Process Models to Identify Risk Factors for Infectious Disease Transmission (Q5084451) (← links)
• Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
• Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)