Statistical inference for Markov processes when the model is incorrect (Q3862283)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for Markov processes when the model is incorrect |
scientific article |
Statements
Statistical inference for Markov processes when the model is incorrect (English)
0 references
1979
0 references
incorrect model
0 references
maximum likelihood estimator
0 references
likelihood ratio test
0 references
Bahadur efficiency
0 references
consistency
0 references
asymptotically normal
0 references
Bahadur slope
0 references
1- step autoregression model
0 references
