Conditions equivalent to consistency of approximate MLE's for stochastic processes

DOI10.1016/0304-4149(94)00069-6zbMath0817.62073OpenAlexW2048642814MaRDI QIDQ1890721

Igor Vajda

Publication date: 23 May 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00069-6

zbMATH Keywords

consistencymaximum likelihood estimatesinconsistencyapproximate maximum likelihood estimatesdiscrete Gaussian observations

Mathematics Subject Classification ID

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

Related Items

On asymptotically optimal estimates for general observations, On efficiency of estimation and testing with data quantized to fixed number of cells, Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors, Unnamed Item

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