On estimator efficiency in stochastic processes

DOI10.1016/0304-4149(83)90023-6zbMath0508.62073OpenAlexW2068866534MaRDI QIDQ1838011

Trevor J. Sweeting

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90023-6

zbMATH Keywords

maximum likelihood estimationmaximum probability estimatorslimiting probability of concentration

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

Related Items (2)

A note on asymptotic testing theory for nonhomogeneous observations ⋮ Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process

Cites Work

• Uniform asymptotic normality of the maximum likelihood estimator
• Maximum probability estimators and related topics
• On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process
• Maximum probability estimators
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Generalized Maximum Likelihood Estimators

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