scientific article
From MaRDI portal
Publication:3707111
zbMath0584.62043MaRDI QIDQ3707111
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimatorsBayes estimatorsconvergence of momentslikelihood functionsdependent observationsmaximum probability estimatorsmixed Gaussian shift processmultivariate mixed normal distribution
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)
Related Items (6)
Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency ⋮ Optimal nonparametric range-based volatility estimation ⋮ A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models ⋮ Asymptotic behavior of M-estimator and related random field for diffusion process ⋮ A note on the local asymptotic mixed normality of a controlled branching process with a random control function ⋮ On the speed of convergence in the central limit theorem of log- likelihood ratio processes
This page was built for publication:
