A note on sequential maximum likelihood estimates in processes with independent increments

DOI10.1080/02331888508801871MaRDI QIDQ3750854zbMATH OpenOpenAlexFDO

Authors Wolfgang Winkler, Y. Kowtsch

Publication date 1985

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888508801871

zbMATH Keywords

asymptotically normally distributedCramér-Rao inequalitiesefficiencyexponential class of processes with independent incrementsmaximum likelihood estimatorsstrong consistency

Mathematics Subject Classification ID

Markov processes (60J99) Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• scientific article; zbMATH DE number 4032852
• Efficient sequential estimation in exponential-type processes
• scientific article; zbMATH DE number 4041097
• scientific article; zbMATH DE number 4155698
• Efficient sequential estimation in multiplicative counting processes

Cites work

• An Analytical Treatment of Exponential Families of Stochastic Processes with Independent Stationary Increments
• Invariance of Maximum Likelihood Estimators

Cited in

(5)

• On the estimation of independent binomial random variables using occurrence and sequential information
• scientific article; zbMATH DE number 4078568 (Why is no real title available?)
• A sequential estimation procedure for m-dimensional gaussian processes with independent inerements
• scientific article; zbMATH DE number 1379313 (Why is no real title available?)
• TAIL PROBABILITY OF THE SEQUENTIAL MAXIMUM LIKELIHOOD ESTIMATOR FOR THE EXPONENTIAL CLASS

This page was built for publication: A note on sequential maximum likelihood estimates in processes with independent increments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3750854)