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

DOI10.1007/BF00535484zbMath0132.38503OpenAlexW1982257361MaRDI QIDQ5342209

George G. 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

Related Items (8)

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

Cites Work

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• A Remark on the Roots of the Maximum Likelihood Equation
• Consistent Estimates Based on Partially Consistent Observations
• Note on the Consistency of the Maximum Likelihood Estimate
• An Inconsistency of the Method of Maximum Likelihood

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