Statistical inference for Markov processes when the model is incorrect (Q3862283)
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scientific article; zbMATH DE number 3664229
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| default for all languages | No label defined |
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| English | Statistical inference for Markov processes when the model is incorrect |
scientific article; zbMATH DE number 3664229 |
Statements
Statistical inference for Markov processes when the model is incorrect (English)
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1979
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incorrect model
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maximum likelihood estimator
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likelihood ratio test
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Bahadur efficiency
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consistency
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asymptotically normal
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Bahadur slope
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1- step autoregression model
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