Asymptotic Inference in Markov Processes
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Publication:5512498
DOI10.1214/aoms/1177700070zbMath0138.11601OpenAlexW1967618990MaRDI QIDQ5512498
Publication date: 1965
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177700070
Related Items (16)
Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates ⋮ On multi-step MLE-process for Markov sequences ⋮ Adaptive estimators for parameters of the autoregression function of a Markov chain ⋮ Quasi-likelihood models and optimal inference ⋮ Cramer-type conditions and quadratic mean differentiability ⋮ Inférence statistique dans les processus stochastiques: Aperçu historique ⋮ On the rate of convergence of estimators for Markov processes ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ Maximum likelihood estimation for Markov processes ⋮ Some developments in semiparametric statistics ⋮ Estimators for alternating nonlinear autoregression ⋮ Nonparametric estimation in Markov processes ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ Asymptotically similar criteria ⋮ The statistical work of Lucien Le Cam. ⋮ Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations
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