The limiting log-likelihood process for discontinuous density families

DOI10.1007/BF00532591zbMath0525.62034WikidataQ59255242 ScholiaQ59255242MaRDI QIDQ3038394

Georg Ch. Pflug

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood; compound Poisson process; Bayes estimators; log-likelihood ratio process; maximum probability; discontinuous density families

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

Related Items

On maximum likelihood estimators for a threshold autoregression, A threshold estimation problem for processes with hysteresis, The statistical work of Lucien Le Cam., On the weak convergence of likelihood ratio processes of general statistical parametric models

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