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On Fisher's information matrix...
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On Fisher's information matrix of an ARMA process and Sylvester's resultant matrix
Klein, A.
;
Spreij, P.
-
VU University Amsterdam, Faculty of Economics, Business …
-
1993
Persistent link: https://www.econbiz.de/10005667363
Saved in:
2
On correlation calculus for multivariate martingales
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1990
Persistent link: https://www.econbiz.de/10010782570
Saved in:
3
Recursive approximate maximum likelihood estimation for a class of counting process models
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1989
Persistent link: https://www.econbiz.de/10010782731
Saved in:
4
Minimality and reducibility of conditionally poisson systems with finite state space
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1989
Persistent link: https://www.econbiz.de/10010782736
Saved in:
5
On SLLN for martingales with deterministic variation
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1989
Persistent link: https://www.econbiz.de/10010782914
Saved in:
6
Spectral characterization of the optional quadratic variation process
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1993
Persistent link: https://www.econbiz.de/10010783486
Saved in:
7
On second order optimality of regular projective estimators / Kacha DzhaparidzePt. I
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1990
Persistent link: https://www.econbiz.de/10010782219
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8
Selfexciting counting process systems with finite state space
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1989
Persistent link: https://www.econbiz.de/10010782245
Saved in:
9
Spectral characterization of the optional quadratic variation process
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1992
Persistent link: https://www.econbiz.de/10010822547
Saved in:
10
On optimality of regular projective estimators for semimartingale models / Kacha DzhaparidzePt. II : Asymptotically linear estimators
Dzhaparidze, K.
;
Spreij, P.
-
Faculteit der Economische Wetenschappen en …
-
1993
Persistent link: https://www.econbiz.de/10010822616
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