A threshold estimation problem for processes with hysteresis

DOI10.1016/S0167-7152(97)00080-1zbMath0906.62078OpenAlexW1963524009MaRDI QIDQ1382206

Mark I. Freidlin, Ruth M. Pfeiffer

Publication date: 25 March 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00080-1

zbMATH Keywords

hysteresisorder statisticsmaximum likelihoodthreshold estimationnonregular asymptotics

Mathematics Subject Classification ID

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

Cites Work

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• The limiting log-likelihood process for discontinuous density families

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