Large sample inference for conditional exponential families with applications to nonlinear time series

Author:

Hwang Sun Young,Basawa I.V.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference26 articles.

1. Neyman–Le Cam tests based on estimating functions;Basawa,1985

2. Large sample statistics based on quadratic dispersion;Basawa;Int. Statist. Rev.,1988

3. Asymptotic Optimal Inference for Non-Ergodic Models;Basawa,1993

4. The Lindeberg–Levy theorem for martingales;Ballingsley;Proc. Amer. Math. Soc.,1961

5. Time Series: Theory and Methods;Brockwell,1987

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