Absolute continuity, singular measures and asymptotics for estimators
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Publication:1345569
DOI10.1016/0378-3758(94)00023-OzbMath0811.62033MaRDI QIDQ1345569
René Ferland, Jean-Pierre Dion
Publication date: 4 May 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
consistencyasymptotic normalitysingularityabsolute continuitynon-homogeneous Markov chainsphi-mixing processes
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Sufficiency and information (62B99)
Related Items (2)
About the absolute continuity and orthogonality for two probability measures. ⋮ Absolute continuity of Markov chains
Cites Work
- The convergence of Markov chains with nonstationary transition probabilities and constant causative matrix
- On mixing sequences of sets
- On the non-existence of consistent estimates in Galton-Watson processes
- Estimation of the mean and the initial probabilities of a branching process
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