On time-reversibility and estimating functions for Markov processes
نویسندگان
چکیده
The time-reversibility of a Markov process implies a particular structure of the score function. It is explored which martingale estimating functions and other unbiased estimating functions have a similar structure. This leads to an estimating function with a semiparametric efficiency property. Also relations to martingale estimating functions based on eigenfunctions of the infinitesimal generator are found.
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