Absolute continuity, singular measures and asymptotics for estimators

DOI10.1016/0378-3758(94)00023-OzbMath0811.62033MaRDI QIDQ1345569

René Ferland, Jean-Pierre Dion

Publication date: 4 May 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalitysingularityabsolute continuitynon-homogeneous Markov chainsphi-mixing processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Sufficiency and information (62B99)

Related Items (2)

About the absolute continuity and orthogonality for two probability measures. ⋮ Absolute continuity of Markov chains

Cites Work

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• The convergence of Markov chains with nonstationary transition probabilities and constant causative matrix
• On mixing sequences of sets
• On the non-existence of consistent estimates in Galton-Watson processes
• Estimation of the mean and the initial probabilities of a branching process

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