SOME COMMENTS CONCERNING A CURIOUS SINGULARITY

被引：25
作者：
FEIGIN, PD
机构：
来源：
JOURNAL OF APPLIED PROBABILITY | 1979年 / 16卷 / 02期
关键词：
Compilation and indexing terms; Copyright 2025 Elsevier Inc;
D O I：
10.2307/3212913
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：440 / 444
页数：5
相关论文
共 6 条
[1]   ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J].
ANDERSON, TW .
ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03) :676-687
[2]  
DAVID HA, 1968, ORDER STATISTICS
[3]   MAXIMUM LIKELIHOOD ESTIMATION FOR CONTINUOUS-TIME STOCHASTIC-PROCESSES [J].
FEIGIN, PD .
ADVANCES IN APPLIED PROBABILITY, 1976, 8 (04) :712-736
[4]   MARTINGALE INVARIANCE PRINCIPLES [J].
HALL, P .
ANNALS OF PROBABILITY, 1977, 5 (06) :875-887
[5]   NOTE ON CONVERGENCE TO MIXTURES OF NORMAL-DISTRIBUTIONS [J].
ROOTZEN, H .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1977, 38 (03) :211-216
[6]   THE LIMITING DISTRIBUTION OF THE SERIAL-CORRELATION COEFFICIENT IN THE EXPLOSIVE CASE [J].
WHITE, JS .
ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (04) :1188-1197
1