scientific article; zbMATH DE number 3996860

zbMATH Open0615.62033MaRDI QIDQ4723012FDOQ4723012

Authors: Ludwig Fahrmeir 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalityconsistencymaximum likelihood estimationasymptotic theoryefficiencynuisance parameterslikelihood inferencelikelihood ratioWald statisticsscore statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric tests (62F05)

Cited In (10)

• Inference in a Non-Homogeneous Vasicek Type Model
• Title not available (Why is that?)
• ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
• Likelihood asymptotics
• Level-specific correction for nonparametric likelihoods
• On asymptotically optimal estimates for general observations
• Asymptotic likelihood based inference for co-integrated homogeneous Gaussian diffusions
• A note on asymptotic testing theory for nonhomogeneous observations
• Asymptotic properties of maximum likelihood estimators from dependent observations
• Asymptotic theory for the inference of the latent trawl model for extreme values

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