The role of probability generating functions for estimation in incompletely observed random walks

Canadian Journal of Statistics

Volumn 24, Issue 4, 1996, Pages 517-534

  Maki, Ellen ^a   McDunnough, Philip ^a  

^a NONE

Author keywords

Consistent estimation; Incomplete observation; Random walk; Transform methods

Indexed keywords

EID: 0030343297     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315331     Document Type: Article

References (7)

1. Feuerverger, A., and McDunnough, P. (1981). On some Fourier Methods for inference. J. Amer. Statist. Assoc., 76, 379-387.
2. Feuerverger, A., and McDunnough, P. (1984). On statistical transform methods and their efficiency. Canad. J. Statist., 12, 303-317.
3. Guttorp, P., and Lockhart, R.A. (1989). Estimation in sparsely sampled random walks. Stochastic Process. Appl., 31, 315-320.
4. Guttorp, P., and Siegel, A.F. (1985). Consistent estimation in partially observed random walks. Ann. Statist., 13, 958-969.
5. Maki, E., and McDunnough, P. (1989). What can or can't be estimated in branching and related processes? Stochastic Process. Appl., 31, 307-314.
6. McDunnough, P. (1979). The estimation of an autocorrelation parameter or a Gaussian vector process. J. Roy. Statist. Soc. Ser. B, 41, 203-209.
7. Serfling, R.J. (1980). Approximation Theorems of Mathematical Statistics. Wiley, New York.