During the last decades, there has been an explosion in computation and information technology. This development comes with an expansion of complex observational studies and clinical trials in a variety of fields such as medicine, biology, epidemiology, sociology, and economics among many others, which involve collection of large amounts of data on subjects or organisms over time. The goal of such studies can be formulated as estimation of a finite dimensional parameter of the population distribution corresponding to the observed time-dependent process. Such estimation problems arise in...