Moderate deviations of marginal maximum likelihood estimator for m-dependent processes
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Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes
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Cites work
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- Asymptotical Statistics of Misspecified Hidden Markov Models
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- Game model of enterprises and government based on the tax preference policy for energy conservation and emission reduction
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes
- Moderate deviation principle for maximum-likelihood estimator
- Moderate deviations for \(m\)-dependent random variables with Banach space values
- Moderate deviations for the maximum likelihood estimator
- Moderate deviations of minimum contrast estimators under contamination
- Note on the moderate deviation principle of maximum likelihood estimator
- On large-deviation efficiency in statistical inference
- On the efficiency of estimators of a spectral density multivariate parameter
- Partial likelihood
- Partial likelihood for signal processing
Cited in
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