Pages that link to "Item:Q1226364"
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The following pages link to Maximum likelihood estimation for Markov processes (Q1226364):
Displayed 11 items.
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Asymptotic theory for estimating the parameters of a Levy process (Q1167500) (← links)
- Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator (Q1228144) (← links)
- On the stationary law of a nonlinear autoregressive Markov chain (Q1336981) (← links)
- Moderate deviation principle for maximum likelihood estimator for Markov processes (Q1686369) (← links)
- The weak convergence of least squares random fields and its application (Q1819513) (← links)
- Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations (Q2346196) (← links)
- Inférence statistique dans les processus stochastiques: Aperçu historique (Q3774781) (← links)
- Weak convergence of lease squares process in the smooth case (Q4728050) (← links)
- Estimation of the Entropy Rate of a Countable Markov Chain (Q5438316) (← links)
- On the rate of convergence of estimators for Markov processes (Q5661050) (← links)