Hostname: page-component-848d4c4894-tn8tq Total loading time: 0 Render date: 2024-07-04T18:29:31.354Z Has data issue: false hasContentIssue false
  • English
  • Français

Optimal estimation for finite samples in stochastic processes

Published online by Cambridge University Press:  01 July 2016

V. P. Godambe
V. P. Godambe*
Affiliation:
University of Waterloo
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Inference for Stochastic Processes
Information
Advances in Applied Probability , Volume 17 , Issue 2 , June 1985 , pp. 247 - 249
Copyright
Copyright © Applied Probability Trust 1985 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Godambe, V. P. and Thompson, ?. E. (1984) Robust estimation through estimating equations. Biometrika 71, 115–125.Google Scholar
Klimko, L. A. and Nelson, P. I. (1978) On conditional least squares estimation for stochastic processes. Ann. Statist. 6, 629–642.Google Scholar