The weak convergence of the likelihood ratio random fields for Markov observations

DOI10.1007/BF02532782zbMath0427.62062OpenAlexW2067673496MaRDI QIDQ1136459

Yosihiko Ogata, Nobuo Inagaki

Publication date: 1977

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02532782

zbMATH Keywords

weak convergencelikelihood ratio random fieldsMarkov observations

Mathematics Subject Classification ID

Random fields (60G60) Markov processes: estimation; hidden Markov models (62M05)

Related Items (6)

On multi-step MLE-process for Markov sequences ⋮ Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency ⋮ The weak convergence of the likelihood ratio random fields for Markov observations ⋮ Asymptotic behavior of M-estimator and related random field for diffusion process ⋮ Local asymptotic normality and mixed normality for Markov statistical models ⋮ Sur la convergence du processus de vraisemblance en variables markoviennes

Cites Work

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• The weak convergence of the likelihood ratio random fields for Markov observations
• The weak convergence of likelihood ratio random fields and its applications
• Mixing Conditions for Markov Chains
• The Lindeberg-Levy Theorem for Martingales
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates

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