On non-consistency of estimators

DOI10.1080/17442509508833983MaRDI QIDQ4891630zbMATH OpenOpenAlexFDO

Authors Yu. A. Kutoyants, Lioudmila Vostrikova

Publication date 12 September 1996

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509508833983

zbMATH Keywords

Bayesian estimatorsdiffusion processesdivergence processHellinger processlimit behaviourmaximum likelihood estimatorsPoisson processessequence of general filtered statistical parametric models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Nonconsistent estimation by diffusion type observations
• scientific article; zbMATH DE number 4020213
• On properties of estimators in nonregular situations for Poisson processes
• On consistency of maximum likelihood estimators in stochastic processes
• scientific article; zbMATH DE number 754502

Cited in

(7)

• Nonconsistent estimation by diffusion type observations
• Nonexistence of consistent estimates in a density estimation problem
• Absolute continuity, singular measures and asymptotics for estimators
• Does matching overcome LaLonde's critique of nonexperimental estimators?
• On the Non-Existence of Consistent Estimators for P(CS)
• scientific article; zbMATH DE number 4020213 (Why is no real title available?)
• On the inadmissibility of unbiased estimators

This page was built for publication: On non-consistency of estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4891630)