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Optimal estimation for finite samples in stochastic processes

Published online by Cambridge University Press:  01 July 2016

V. P. Godambe
V. P. Godambe*
Affiliation:
University of Waterloo
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Abstract

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Type
Inference for Stochastic Processes
Information
Advances in Applied Probability , Volume 17 , Issue 2 , June 1985 , pp. 247 - 249
Copyright
Copyright © Applied Probability Trust 1985 

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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