This paper deals with the problem of estimation in the parametric case for discrete random variables. Their study is facilitated by the powerful method of probability generating function.
@article{urn:eudml:doc:38502, title = {The integrated squared error estimation of parameters.}, journal = {Extracta Mathematicae}, volume = {11}, year = {1996}, pages = {435-442}, zbl = {0885.62022}, mrnumber = {MR1456541}, language = {en}, url = {http://dml.mathdoc.fr/item/urn:eudml:doc:38502} }
Chergui, Jamal-Dine. The integrated squared error estimation of parameters.. Extracta Mathematicae, Tome 11 (1996) pp. 435-442. http://gdmltest.u-ga.fr/item/urn:eudml:doc:38502/