46 citations to 10.2307/1402605 (Crossref Cited-By Service)
  1. C.C. Heyde, “On combining quasi-likelihood estimating functions”, Stochastic Processes and their Applications, 25, 1987, 281  crossref
  2. David Oakes, Encyclopedia of Statistical Sciences, 2005  crossref
  3. Alan F. Karr, Wiley StatsRef: Statistics Reference Online, 2014  crossref
  4. S�ren Asmussen, Mogens Bladt, “Poisson's equation for queues driven by a Markovian marked point process”, Queueing Syst, 17, no. 1-2, 1994, 235  crossref
  5. George J. Jiang, Roel C.A. Oomen, “Testing for jumps when asset prices are observed with noise–a “swap variance” approach”, Journal of Econometrics, 144, no. 2, 2008, 352  crossref
  6. Alan F. Karr, The New Palgrave Dictionary of Economics, 2018, 8391  crossref
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