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On spaces of estimating functions

✍ Scribed by Y.-X. Lin; C.C. Heyde

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
449 KB
Volume
63
Category
Article
ISSN
0378-3758

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✦ Synopsis

This paper is concerned with quasi-likelihood parameter estimation and it presents a unified picture of the relationship between the score function, quasi-score function, martingale space and general linear space. Several examples are used to show how to apply the quasi-likelihood method flexibly, based on knowledge about the observed process, through the construction of suitable orthogonal spaces.

πŸ“œ SIMILAR VOLUMES

Norm estimates for functions of two oper
Norm estimates for functions of two operators on tensor products of Hilbert spaces
✍ M. I. Gil' πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 144 KB

## Abstract Analytic operator valued functions of two operators on tensor products of Hilbert spaces are considered. A precise norm estimate is established. Applications to operator differential equations are also discussed. (Β© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)