A note on sequential maximum likelihood estimates in processes with independent increments
From MaRDI portal
Publication:3750854
DOI10.1080/02331888508801871zbMath0611.62101OpenAlexW2049214617MaRDI QIDQ3750854
Publication date: 1985
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888508801871
efficiencymaximum likelihood estimatorsstrong consistencyasymptotically normally distributedCramér-Rao inequalitiesexponential class of processes with independent increments
Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12) Markov processes (60J99)
Related Items
Cites Work
This page was built for publication: A note on sequential maximum likelihood estimates in processes with independent increments