On the recursive parameter estimation in the general discrete time statistical model (Q1965907)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the recursive parameter estimation in the general discrete time statistical model |
scientific article; zbMATH DE number 1409169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the recursive parameter estimation in the general discrete time statistical model |
scientific article; zbMATH DE number 1409169 |
Statements
On the recursive parameter estimation in the general discrete time statistical model (English)
0 references
1 March 2000
0 references
The author studies the limit behavior of recursive maximum likelihood estimators under some regularity and ergodicity assumptions on the logarithmic derivative of a transition density for a general statistical model. The consistency and asymptotic distribution are derived. The proved results are illustrated on several examples.
0 references
recursive estimation
0 references
conditional density of distributions
0 references
martingales
0 references
0 references
0.8966931
0 references
0.8929306
0 references
0.89215857
0 references
0.88870466
0 references
0.88685864
0 references
