Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process
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Cited in
(15)- Stochastic processes and statistical inference
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- scientific article; zbMATH DE number 3076979 (Why is no real title available?)
- 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
- Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models
- Inférence statistique dans les processus stochastiques: Aperçu historique
- Stochastic processes and statistical inference
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