A note on sequential maximum likelihood estimates in processes with independent increments (Q3750854): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/02331888508801871 / rank | |||
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| Property / OpenAlex ID: W2049214617 / rank | |||
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| Property / cites work: An Analytical Treatment of Exponential Families of Stochastic Processes with Independent Stationary Increments / rank | |||
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| Property / cites work: Invariance of Maximum Likelihood Estimators / rank | |||
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Latest revision as of 17:29, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on sequential maximum likelihood estimates in processes with independent increments |
scientific article |
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A note on sequential maximum likelihood estimates in processes with independent increments (English)
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1985
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strong consistency
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exponential class of processes with independent increments
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efficiency
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Cramér-Rao inequalities
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maximum likelihood estimators
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asymptotically normally distributed
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