scientific article; zbMATH DE number 1777535

MaRDI QIDQ4543597zbMATH OpenFDO

Authors A. B. Varakin, A. Yu. Veretennikov

Publication date 8 August 2002

zbMATH Keywords

asymptotic normalityHajek-Le Cam efficiencymaximum likelihood estimationpolynomial loss function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(2)

• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
• On multi-step MLE-process for Markov sequences

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