Asymptotic behavior of parameter estimates of exponential-type random variables

DOI10.1023/B:CASA.0000020225.55077.47zbMATH Open1098.62024OpenAlexW1971310255MaRDI QIDQ557435FDOQ557435

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

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zbMATH Keywords

asymptotic normalitystrong consistencyexponential family

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cited In (4)

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

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