A note on the consistency of maximum likelihood estimates for finite families of stochastic processes
From MaRDI portal
Publication:1216123
DOI10.1214/aos/1176343086zbMath0303.62022OpenAlexW2015457903MaRDI QIDQ1216123
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343086
Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Inference from stochastic processes (62M99)
Related Items (4)
Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case ⋮ Estimation in discrete parameter models ⋮ Model approximations via prediction error identification ⋮ Asymptotic properties of nonlinear estimates in stochastic models with finite design space
This page was built for publication: A note on the consistency of maximum likelihood estimates for finite families of stochastic processes
