CONDITIONAL LEAST-SQUARES ESTIMATION FOR STOCHASTIC-PROCESSES

被引:326
作者
KLIMKO, LA [1 ]
NELSON, PI [1 ]
机构
[1] PENN STATE UNIV,DEPT STAT,UNIVERSITY PK,PA 16802
关键词
D O I
10.1214/aos/1176344207
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:629 / 642
页数:14
相关论文
共 19 条
[1]  
Bartlett M. S., 1955, INTRO STOCHASTIC PRO
[2]  
BASAWA IV, UNPUBLISHED
[3]  
Billingsley P., 1961, P AM MATH SOC, V12, P788
[4]  
Billinsley P., 1968, CONVERGENCE PROBABIL
[5]  
BILLINSLEY P, 1961, STATISTICAL INFERENC
[6]  
DURBIN J, 1960, J ROY STAT SOC B, V22, P139
[7]   ESTIMATION THEORY FOR GROWTH AND IMMIGRATION RATES IN A MULTIPLICATIVE PROCESS [J].
HEYDE, CC ;
SENETA, E .
JOURNAL OF APPLIED PROBABILITY, 1972, 9 (02) :235-&
[8]   ESTIMATION THEORY FOR GROWTH AND IMMIGRATION RATES IN A MULTIPLICATIVE PROCESS [J].
HEYDE, CC ;
SENETA, E .
JOURNAL OF APPLIED PROBABILITY, 1974, 11 (03) :572-577
[9]  
Heyde CC., 1973, ANN PROBAB, V1, P428, DOI [10.1214/aop/1176996937, DOI 10.1214/AOP/1176996937]
[10]  
Lancaster P., 1969, THEORY MATRICES