Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate

DOI10.1007/BF00535484MaRDI QIDQ5342209zbMATH OpenOpenAlexFDO

Authors George Roussas

Publication date 1965

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00535484

zbMATH Keywords

probability theory

Cites work

• A Remark on the Roots of the Maximum Likelihood Equation
• An Inconsistency of the Method of Maximum Likelihood
• Consistent Estimates Based on Partially Consistent Observations
• scientific article; zbMATH DE number 3112287 (Why is no real title available?)
• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• Note on the Consistency of the Maximum Likelihood Estimate

Cited in

(8)

• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
• Maximum likelihood estimation for Markov processes
• Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
• Asymptotic normality of the maximum likelihood estimate in Markov processes
• Nonparametric estimation in Markov processes
• Note on minimum contrast estimates for Markov processes
• Inférence statistique dans les processus stochastiques: Aperçu historique
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts

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