Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process
From MaRDI portal
Publication:5789909
DOI10.1214/AOMS/1177730288zbMATH Open0032.17301OpenAlexW1969231985WikidataQ108739719 ScholiaQ108739719MaRDI QIDQ5789909FDOQ5789909
Publication date: 1948
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177730288
Cited In (15)
- Stochastic processes and statistical inference
- ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
- Title not available (Why is that?)
- Consistent estimates of parameters in noisy dynamical systems†
- Analytical uses of Kalman filtering in econometrics — A survey
- Inference in stochastic processes. II
- Asymptotic properties of the estimates of an unknown parameter in stationary Markoff process
- OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
- Some inference theorems in stochastic processes
- Asymptotische Eigenschaften von Maximum-Likelihood-Schätzwerten bei einem stochastischen Prozess
- On input signal synthesis in parameter identification
- Inférence statistique dans les processus stochastiques: Aperçu historique
- Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models
- Stochastic processes and statistical inference
This page was built for publication: Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5789909)
