A review of asymptotic theory of estimating functions

Research output: Contribution to journalJournal articlepeer-review

Standard

A review of asymptotic theory of estimating functions. / Jacod, Jean ; Sørensen, Michael.

In: Statistical Inference for Stochastic Processes, Vol. 21, No. 2, 2018, p. 415-434.

Research output: Contribution to journalJournal articlepeer-review

Harvard

Jacod, J & Sørensen, M 2018, 'A review of asymptotic theory of estimating functions', Statistical Inference for Stochastic Processes, vol. 21, no. 2, pp. 415-434. https://doi.org/10.1007/s11203-018-9178-8

APA

Jacod, J., & Sørensen, M. (2018). A review of asymptotic theory of estimating functions. Statistical Inference for Stochastic Processes, 21(2), 415-434. https://doi.org/10.1007/s11203-018-9178-8

Vancouver

Jacod J, Sørensen M. A review of asymptotic theory of estimating functions. Statistical Inference for Stochastic Processes. 2018;21(2):415-434. https://doi.org/10.1007/s11203-018-9178-8

Author

Jacod, Jean ; Sørensen, Michael. / A review of asymptotic theory of estimating functions. In: Statistical Inference for Stochastic Processes. 2018 ; Vol. 21, No. 2. pp. 415-434.

Bibtex

@article{a2f9c99c40f24f0d876c5bc4ee343ef5,
title = "A review of asymptotic theory of estimating functions",
abstract = "Asymptotic statistical theory for estimating functions is reviewed in a generalitysuitable for stochastic processes. Conditions concerning existence of a consistent estimator,uniqueness, rate of convergence, and the asymptotic distribution are treated separately. Ourconditions 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 isneeded.",
author = "Jean Jacod and Michael S{\o}rensen",
year = "2018",
doi = "10.1007/s11203-018-9178-8",
language = "English",
volume = "21",
pages = "415--434",
journal = "Statistical Inference for Stochastic Processes",
issn = "1387-0874",
publisher = "Springer",
number = "2",

}

RIS

TY - JOUR

T1 - A review of asymptotic theory of estimating functions

AU - Jacod, Jean

AU - Sørensen, Michael

PY - 2018

Y1 - 2018

N2 - Asymptotic statistical theory for estimating functions is reviewed in a generalitysuitable for stochastic processes. Conditions concerning existence of a consistent estimator,uniqueness, rate of convergence, and the asymptotic distribution are treated separately. Ourconditions 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 isneeded.

AB - Asymptotic statistical theory for estimating functions is reviewed in a generalitysuitable for stochastic processes. Conditions concerning existence of a consistent estimator,uniqueness, rate of convergence, and the asymptotic distribution are treated separately. Ourconditions 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 isneeded.

U2 - 10.1007/s11203-018-9178-8

DO - 10.1007/s11203-018-9178-8

M3 - Journal article

VL - 21

SP - 415

EP - 434

JO - Statistical Inference for Stochastic Processes

JF - Statistical Inference for Stochastic Processes

SN - 1387-0874

IS - 2

ER -

ID: 200179384