Parameter estimation for a special class of Markov chains

Statistical Papers

Volumn 38, Issue 3, 1997, Pages 303-327

  Schäbe, Hendrik ^a  

^a T V Rheinland Industrie Service GmbH   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0642275687     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02925271     Document Type: Article

References (6)

1. d'Este G M (1981) A Morgenstern Type Bivariate Gamma - Distribution. Biometrika 68: 339-340.
2. Elliot J (1982) Stochastic Calculus and Applications. Springer-Verlag New York Heidelberg Berlin.
3. Ibragimov I A, R Z Has'minskii (1981) Statistical Estimation: Asymptotic Theory. Springer - Verlag New York Heidelberg Berlin.
4. Liptser R Sh, A N Shiryayev (1989) Theory of Martingales. Kluwer Academic Publishers Dordrecht Boston London.
5. Anderson T W (1971) The Statistical Analysis of Time Series. J. Wiley & Sons New York London Sydney Toronto.
6. A.K. Gupta, C.F. Wong On a Morgenstern - Type Bivariate Gamma Distribution, Metrika 31 (1984) 327-332.