Asymptotic normality of the maximum likelihood estimate in arbitrary stochastic processes
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Publication:3875160
DOI10.1007/BF02888728zbMath0435.62086WikidataQ56010530 ScholiaQ56010530MaRDI QIDQ3875160
Publication date: 1978
Published in: Trabajos de Estadistica Y de Investigacion Operativa (Search for Journal in Brave)
62M09: Non-Markovian processes: estimation
Cites Work
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- Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case
- Asymptotic normality of the maximum likelihood estimate in Markov processes
- The asymptotic properties of ML estimators when sampling from associated populations
- Inference in stochastic processes. II
- Martingale Central Limit Theorems
- Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case