ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
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Publication:3740038
DOI10.1111/j.1467-9574.1986.tb01513.xzbMath0603.62033MaRDI QIDQ3740038
Jan R. Magnus, Risto D. H. Heijmans
Publication date: 1986
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9574.1986.tb01513.x
asymptotic normality; maximum likelihood estimator; sufficient conditions; dependent observations; first-order efficiency
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