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

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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

Publication

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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

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Dependent central limit theorems and invariance principles

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Q3870147

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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

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Asymptotic normality of the maximum likelihood estimate in Markov processes

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Q5531487

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A useful central limit theorem for m-dependent variables

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Uniform asymptotic normality of the maximum likelihood estimator

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

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Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases

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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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DOI

10.1111/j.1467-9574.1986.tb01513.x

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:3740038

@@ Property / cites work @@
+Regression Analysis when the Dependent Variable Is Truncated Normal
+Normal rank
@@ 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