Quick consistency of quasi maximum likelihood estimators

DOI10.1214/aos/1176345889zbMath0499.62033OpenAlexW2023924553MaRDI QIDQ1171851

Thomas J. Pfaff

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345889

zbMATH Keywords

exponential bounds for consistencyquick consistency of quasi maximum likelihood estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (7)

Covariates in multipath change-point problems: Modelling and consistency of the MLE ⋮ Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process ⋮ On criteria for c_n-consistency of estimators ⋮ Moderate deviations of minimum contrast estimators under contamination ⋮ Unnamed Item ⋮ Quick consistency of quasi-maximum likelihood estimators in a multivariate Poisson process ⋮ Third-order optimum properties of estimator-sequences

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