No CrossRef data available.
Article contents
Optimal estimation for finite samples in stochastic processes
Published online by Cambridge University Press: 01 July 2016
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.
- Type
- Inference for Stochastic Processes
- Information
- Copyright
- Copyright © Applied Probability Trust 1985
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