On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes (Q3740849)
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scientific article; zbMATH DE number 3976140
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| English | On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes |
scientific article; zbMATH DE number 3976140 |
Statements
On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes (English)
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1986
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minimal sufficient statistic
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consistency
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asymptotic normality
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Bartlett adjustments
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diffusion type process
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likelihood function
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discrete and continuous time parameter processes
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noncurved exponential family
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stopping time
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Laplace transform
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maximum likelihood estimator
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likelihood ratio test statistic
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counting processes
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birth-death process
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0.8390949368476868
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0.8122680187225342
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