Asymptotic behavior of parameter estimates of exponential-type random variables

DOI10.1023/B:CASA.0000020225.55077.47MaRDI QIDQ557435zbMATH OpenOpenAlexFDO

Authors L. V. Volokh, Pavel S. Knopov

Publication date 30 June 2005

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:casa.0000020225.55077.47

zbMATH Keywords

asymptotic normalityexponential familystrong consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cited in

(4)

• Asymptotic expansions for the location invariant moment-type estimator
• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
• Empirical estimation of the indefinite parameter for a random field with strong mixing
• Asymptotic results in partially non-regular log-exponential distributions

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