A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case (Q2467716)
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scientific article; zbMATH DE number 5230661
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| English | A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case |
scientific article; zbMATH DE number 5230661 |
Statements
A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case (English)
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28 January 2008
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non-regular statistical estimation
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log-likelihood ratio statistics
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location of the maximum
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Wiener process
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0.8532198667526245
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0.826351523399353
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