On the rate of convergence of estimators for Markov processes
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Publication:5661050
DOI10.1007/BF00533482zbMath0248.62039OpenAlexW2015666141MaRDI QIDQ5661050
Publication date: 1973
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00533482
Related Items (7)
Moderate deviation principle for maximum likelihood estimator for Markov processes ⋮ Asymptotic inference for stochastic processes ⋮ A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains ⋮ Inférence statistique dans les processus stochastiques: Aperçu historique ⋮ Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap ⋮ The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes ⋮ Estimation of the drift for diffusion process
Cites Work
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- Maximum likelihood estimation for Markov processes
- The Berry-Esseen bound for minimum contrast estimates
- Note on minimum contrast estimates for Markov processes
- Asymptotic Inference in Markov Processes
- The accuracy of the normal approximation for minimum contrast estimates
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