Asymptotic representation of the process of the likelihood ratio in the case of a discontinuous density

DOI10.1007/BF02104785zbMath0858.62021MaRDI QIDQ1920703

Vyacheslav Evgen'evich Mosyagin

Publication date: 13 March 1997

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

asymptotic representationmaximum likelihood estimatorsPoisson processesdiscontinuous densitylikelihood ratio process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density ⋮ Точная асимптотика распределения момента достижения максимума траекторией обобщенного процесса Пуассона с линейным сносом ⋮ On Estimation of Parameters in the Case of Discontinuous Densities ⋮ Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch

Cites Work

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