A review of asymptotic theory of estimating functions
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DOI: 10.1007/s11203-018-9178-8
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References listed on IDEAS
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Cited by:
- Jakobsen, Nina Munkholt & Sørensen, Michael, 2019. "Estimating functions for jump–diffusions," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3282-3318.
- Frédéric Lavancier & Arnaud Poinas & Rasmus Waagepetersen, 2021. "Adaptive estimating function inference for nonstationary determinantal point processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 87-107, March.
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Keywords
Asymptotic statistics; Diffusion processes; Ergodic processes; High frequency asymptotics; Limit theory; Longitudinal data; Markov process; Misspecified model;All these keywords.
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