Conditions of asymptotic efficiency of recursion estimates of the shift parameter

DOI10.1007/BF00969578zbMath0646.62025OpenAlexW1999985067MaRDI QIDQ1103987

Eh. I. Kozhushko, Aleksandr Ivanovich Sakhanenko

Publication date: 1987

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00969578

zbMATH Keywords

maximum likelihood estimaterecursive estimatesfinite Fisher information

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12)

Cites Work

• On Asymptotic Normality in Stochastic Approximation
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