Asymptotic properties of maximum likelihood estimators from dependent observations
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Publication:1082739
DOI10.1016/0167-7152(86)90050-7zbMath0603.62034MaRDI QIDQ1082739
Publication date: 1986
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(86)90050-7
asymptotic normality; martingale; maximum likelihood estimator; inverse function theorem; dependent observations; first order efficient; log-likelihood functions; unique consistent solution
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