On Asymptotic Optimality of Estimators of Parameters under the LAQ Condition
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1140029
Reference25 articles.
1. Asymptotics in Statistics
2. Asymptotic minimax results for stochastic process families with critical points
3. Partially Identified Econometric Models
4. On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
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