Note on minimum contrast estimates for Markov processes

DOI10.1007/BF01893287MaRDI QIDQ2557086zbMATH OpenOpenAlexFDO

Authors Peter Gaenssler

Publication date 1972

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175540

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cites work

• Asymptotic normality of the maximum likelihood estimate in Markov processes
• Consistent Estimation of a Location Parameter in the Presence of an Incidental Scale Parameter
• Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate
• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• scientific article; zbMATH DE number 3222422 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• On the measurability and consistency of minimum contrast estimates
• On Uniformization of Sets in Topological Spaces
• The Lindeberg-Levy Theorem for Martingales

Cited in

(6)

• The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes
• Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
• Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations
• On minimum-contrast estimation for hilbert space-valued stochastic differential equations
• On the rate of convergence of estimators for Markov processes
• Minimum contrast estimators for piecewise deterministic Markov processes

This page was built for publication: Note on minimum contrast estimates for Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2557086)