Asymptotic properties of maximum likelihood estimators from dependent observations

DOI10.1016/0167-7152(86)90050-7zbMath0603.62034OpenAlexW2039636144MaRDI QIDQ1082739

Y. Rama Krishna Sarma

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90050-7

zbMATH Keywords

asymptotic normalitymartingalemaximum likelihood estimatorinverse function theoremdependent observationsfirst order efficientlog-likelihood functionsunique consistent solution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes (62M99)

Cites Work

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• Maximum probability estimators and related topics
• On the Unique Consistent Solution to the Likelihood Equations

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