Concepedia
Statistical Inference for Stochastic Processes · 1999 · 25 citations · 10 references
10
On Estimation of a Probability Density Function and Mode
Emanuel Parzen · The Annals of Mathematical Statistics · 1962 · 10.3K citations · Full text
Distributed Random Variables, Density Estimation, Engineering +8
Martingale Limit Theory and its Application.
R. M. Loynes, Peter Hall, C. C. Heyde · Journal of the Royal Statistical Society Series A (General) · 1984 · 2.8K citations · Full text
Engineering, Integrable Probability, Stochastic Processes +5
On Conditional Least Squares Estimation for Stochastic Processes
Lawrence A. Klimko, Paul I. Nelson · The Annals of Statistics · 1978 · 462 citations · Full text
Economics, Engineering, Stochastic Processes +11
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
Elias Masry, Dag Tjøstheim · Econometric Theory · 1995 · 279 citations
Engineering, Functional Analysis, Time Series Econometrics +18
Estimation in nonlinear time series models
Dag Tjøstheim · Stochastic Processes and their Applications · 1986 · 200 citations
Parameter Estimation, Engineering, Econometrics +4