Note on the moderate deviation principle of maximum likelihood estimator

DOI10.1007/S10440-009-9479-4MaRDI QIDQ970485zbMATH OpenOpenAlexFDO

Authors Yu Miao, Ying-Xia Chen

Publication date 19 May 2010

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10440-009-9479-4

zbMATH Keywords

maximum likelihood estimatormoderate deviationsFisher information

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10)

Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Concentration inequality of maximum likelihood estimator
• Large deviation inequalities for the MLE and Bayes estimator in SDEs with fractional Brownian motion
• Moderate deviations for the maximum likelihood estimator
• Moderate deviations of maximum likelihood estimator for independent not identically distributed case
• On large-deviation efficiency in statistical inference

Cited in

(6)

• Convergence rate for LS estimator in simple linear EV regression models
• Moderate deviation principle for maximum likelihood estimator for Markov processes
• Some limit behaviors for the LS estimator in simple linear EV regression models
• Moderate deviation principle for maximum-likelihood estimator
• Moderate deviations of marginal maximum likelihood estimator for m-dependent processes
• Concentration inequality of maximum likelihood estimator

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