Maximum likelihood estimation for Markov processes
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Cites work
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- scientific article; zbMATH DE number 3176450 (Why is no real title available?)
- scientific article; zbMATH DE number 3266215 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- A Central Limit Theorem for a Class of Dependent Random Variables
- Asymptotic Inference in Markov Processes
- Estimation of the Location of the Cusp of a Continuous Density
- Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate
- The Lindeberg-Levy Theorem for Martingales
Cited in
(11)- Moderate deviation principle for maximum likelihood estimator for Markov processes
- On the rate of convergence of estimators for Markov processes
- Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations
- The weak convergence of least squares random fields and its application
- Asymptotic inference for stochastic processes
- Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
- Weak convergence of lease squares process in the smooth case
- Estimation of the Entropy Rate of a Countable Markov Chain
- Asymptotic theory for estimating the parameters of a Levy process
- On the stationary law of a nonlinear autoregressive Markov chain
- Inférence statistique dans les processus stochastiques: Aperçu historique
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