A note on sequential maximum likelihood estimates in processes with independent increments (Q3750854): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 12:31, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on sequential maximum likelihood estimates in processes with independent increments |
scientific article |
Statements
A note on sequential maximum likelihood estimates in processes with independent increments (English)
0 references
1985
0 references
strong consistency
0 references
exponential class of processes with independent increments
0 references
efficiency
0 references
Cramér-Rao inequalities
0 references
maximum likelihood estimators
0 references
asymptotically normally distributed
0 references