A review of asymptotic theory of estimating functions

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

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NullPointerException
Asymptotic statistical theory for estimating functions is reviewed in a generality
suitable for stochastic processes. Conditions concerning existence of a consistent estimator,
uniqueness, rate of convergence, and the asymptotic distribution are treated separately. Our
conditions are not minimal, but can be verified for many interesting stochastic processmodels.
Several examples illustrate the wide applicability of the theory and why the generality is
needed.
OriginalsprogEngelsk
TidsskriftStatistical Inference for Stochastic Processes
Vol/bind21
Udgave nummer2
Sider (fra-til)415-434
ISSN1387-0874
DOI
StatusUdgivet - 2018

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