Cramer-type conditions and quadratic mean differentiability

DOI10.1007/BF02532783zbMath0431.62018OpenAlexW2028401458MaRDI QIDQ1138315

Bruce Lind, George G. Roussas

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1007/bf02532783

zbMATH Keywords

consistencyasymptotic normalityCramer-type conditionsmaximum likelihhood estimatesquadratic mean differentiability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (1)

Uniformly adaptive estimation for models with arma errors

Cites Work

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• Asymptotically Most Powerful Tests in Markov Processes
• Asymptotically Optimal Tests in Markov Processes
• On Fisher's Bound for Asymptotic Variances
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• Asymptotically Most Powerful Tests of Statistical Hypotheses
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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