Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes
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Publication:507026
DOI10.1007/s10986-016-9328-xzbMath1358.62027MaRDI QIDQ507026
Publication date: 3 February 2017
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-016-9328-x
Fisher information; moderate deviations; \(m\)-dependent processes; marginal maximum likelihood estimator
62F12: Asymptotic properties of parametric estimators
62F10: Point estimation
60F10: Large deviations