ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS	scientific article

Statements

instance of

scholarly article

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title

ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (English)

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Statistica Neerlandica

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publication date

1986

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zbMATH Keywords

dependent observations

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sufficient conditions

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first-order efficiency

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maximum likelihood estimator

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asymptotic normality

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/j.1467-9574.1986.tb01513.x

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cites work

Regression Analysis when the Dependent Variable Is Truncated Normal

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On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations

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Q4067292

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Rates of Convergence of Estimates and Test Statistics

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Q3292891

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The asymptotic properties of ML estimators when sampling from associated populations

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�ber den Zentralen Grenzwertsatz f�r abh�ngige Zufallsvariable

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Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

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Q3911791

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Q5612941

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Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case

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Asymptotic Properties of Non-Linear Least Squares Estimators

0 references

Dependent central limit theorems and invariance principles

0 references

Q3870147

0 references

Some identification and estimation results for regression models with stochastically varying coefficients

0 references

Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case

0 references

Linear Statistical Inference and its Applications

0 references

Asymptotic normality of the maximum likelihood estimate in Markov processes

0 references

Q5531487

0 references

A useful central limit theorem for m-dependent variables

0 references

Uniform asymptotic normality of the maximum likelihood estimator

0 references

Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process

0 references

Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases

0 references

Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II

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Nonlinear Regression with Dependent Observations

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Q5561562

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Q5613624

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Identifiers

zbMATH Open document ID

0603.62033

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Mathematics Subject Classification ID

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0 references

10.1111/J.1467-9574.1986.TB01513.X

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Sitelinks

Mathematics(1 entry)

mardi Publication:3740038

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+W2006014088
@@ Property / OpenAlex ID: W2006014088 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Analysis when the Dependent Variable Is Truncated Normal
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@@ Property / cites work @@
+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
+Normal rank
@@ Property / cites work @@
+Q4067292
@@ Property / cites work: Q4067292 / rank @@
+Normal rank
@@ Property / cites work @@
+Rates of Convergence of Estimates and Test Statistics
+Normal rank
@@ Property / cites work @@
+Q3292891
@@ Property / cites work: Q3292891 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic properties of ML estimators when sampling from associated populations
+Normal rank
@@ Property / cites work @@
+�ber den Zentralen Grenzwertsatz f�r abh�ngige Zufallsvariable
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Non-Linear Least Squares Estimators
+Normal rank
@@ Property / cites work @@
+Dependent central limit theorems and invariance principles
+Normal rank
@@ Property / cites work @@
+Q3870147
@@ Property / cites work: Q3870147 / rank @@
+Normal rank
@@ Property / cites work @@
+Some identification and estimation results for regression models with stochastically varying coefficients
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case
+Normal rank
@@ Property / cites work @@
+Linear Statistical Inference and its Applications
@@ Property / cites work: Linear Statistical Inference and its Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of the maximum likelihood estimate in Markov processes
+Normal rank
@@ Property / cites work @@
+Q5531487
@@ Property / cites work: Q5531487 / rank @@
+Normal rank
@@ Property / cites work @@
+A useful central limit theorem for m-dependent variables
+Normal rank
@@ Property / cites work @@
+Uniform asymptotic normality of the maximum likelihood estimator
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II
+Normal rank
@@ Property / cites work @@
+Nonlinear Regression with Dependent Observations
@@ Property / cites work: Nonlinear Regression with Dependent Observations / rank @@
+Normal rank
@@ Property / cites work @@
+Q5561562
@@ Property / cites work: Q5561562 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5613624
@@ Property / cites work: Q5613624 / rank @@
+Normal rank
@@ Property / DOI @@
+.1111/J.1467-9574.1986.TB01513.X
@@ Property / DOI: 10.1111/J.1467-9574.1986.TB01513.X / rank @@
+Normal rank