Asymptotic properties of the maximum probability estimates in Markov processes

DOI10.1007/BF02532784zbMath0424.62058MaRDI QIDQ1135074

George G. Roussas

Publication date: 1977

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityasymptotic efficiencymaximum probability estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (1)

Asymptotic inference for stochastic processes

Cites Work

• Asymptotic normality of the maximum likelihood estimate in Markov processes
• Contiguity of Probability Measures
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