On constrained maximum likelihood estimation with non-i.i.d. observations (Q802243)

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scientific article; zbMATH DE number 3881676
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    On constrained maximum likelihood estimation with non-i.i.d. observations
    scientific article; zbMATH DE number 3881676

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      On constrained maximum likelihood estimation with non-i.i.d. observations (English)
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      1984
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      Consistency and asymptotic normality of the m.l.e. are examined in the non-i.i.d. case when the parameters are constrained. Inequality constraints are considered as an application.
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      constrained maximum likelihood
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      Consistency
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      asymptotic normality
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      non- i.i.d. case
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      Inequality constraints
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