Inference in stochastic processes. II

Author:

Rao M. M.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference21 articles.

1. Anderson, T. W.: On asymptotic distributions of estimates of parameters of stochastic difference equations. Ann. math. Statistics 30, 676?687 (1959).

2. Chanda, K. C.: A note on the consistency and maxima of the roots of likelihood equations. Biometrika 41, 56?61 (1954).

3. Cramér, H.: Mathematical methods of statistics. Princeton: Princeton University Press 1946.

4. Erdös, P., and M. Kac: On certain limit theorems in the theory of probability. Bull. Amer. math. Soc. 52, 292?302 (1946).

5. Gnedenko, B. V., and A. N. Kolmogorov: Limit distributions for sums of independent random variables (Translation). Cambridge, Mass.: Addison-Wesley 1954.

Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. On the bias of the least squares estimator for the first order autoregressive process;Annals of the Institute of Statistical Mathematics;1989-09

2. Inférence statistique dans les processus stochastiques: Aperçu historique;Canadian Journal of Statistics;1987-09

3. Asymptotic inference for stochastic processes;Stochastic Processes and their Applications;1980-10

4. References;Statistical Inference for Stochastic Processes;1980

5. References;Martingale Limit Theory and its Application;1980

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