OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES (Q3359620)
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scientific article; zbMATH DE number 4213283
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| English | OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES |
scientific article; zbMATH DE number 4213283 |
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OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES (English)
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1991
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first-order autoregressive process
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efficiency
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moments
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uniform convergence
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uniform integrability
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AR(1) process
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maximum likelihood estimator
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bias
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derivative
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asymptotic optimality
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existence of unbiased estimators
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Cramér-Rao inequality
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weighted mean square
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minimizing expected mean square error
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0.9463544
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0.9234903
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0.9166648
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0.9126241
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0.90844244
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