Asymptotic Inference in Markov Processes
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Cited in
(16)- Cramer-type conditions and quadratic mean differentiability
- Maximum likelihood estimation for Markov processes
- Adaptive estimators for parameters of the autoregression function of a Markov chain
- Asymptotically similar criteria
- The statistical work of Lucien Le Cam.
- Quasi-likelihood models and optimal inference
- Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations
- Estimators for alternating nonlinear autoregression
- Nonparametric estimation in Markov processes
- On multi-step MLE-process for Markov sequences
- Inférence statistique dans les processus stochastiques: Aperçu historique
- Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates
- On the rate of convergence of estimators for Markov processes
- On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki
- On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki
- Some developments in semiparametric statistics
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