SOrensen, Michael

Prediction based estimating functions J5045 2000 - 2000 - 123-147 V. 03 Issue. 2


Econometrics

Asymptotic normality;Consistency;Diffusion processes;Discrete time observation of continuous time models;Linear predictors;Martingale estimating functions;MixinglOptimal estimating functions;Stochastic differential equation;Quasi likelihood;