scientific article; zbMATH DE number 699491

MaRDI QIDQ4315072zbMATH OpenFDO

Authors Vladimir Dobrić, Cathy Liebars

Publication date 7 December 1994

zbMATH Keywords

asymptotic normalityconvergence in probabilityinformation matrixlocal maximum estimatorsstochastic differentiabilitystochastic equicontinuity

Mathematics Subject Classification ID

Sufficiency and information (62B99) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

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Cited in

(5)

• Rates of convergence in the asymptotic normality for some local maximum estimators
• Stochastic derivative estimation for max-stable random fields
• Gradient of the log-likelihood ratio for infinite-dimensional stochastic systems
• Maximum likelihood estimation in Skorohod stochastic differential equations
• Stochastic differentiation: A generalized approach

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