Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment

DOI10.3103/S1066530714030016zbMath1310.62100arXiv1405.2880OpenAlexW2065473642MaRDI QIDQ2261921

Arnaud Gloter, Dasha Loukianova, Mikael Falconnet

Publication date: 13 March 2015

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2880

zbMATH Keywords

asymptotic normalitymaximum likelihood estimationrandom walk in random environmentCramér-Rao efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25)

Related Items (6)

Non parametric estimation for random walks in random environment ⋮ Some recent advances in random walks and random environments ⋮ Density estimation for RWRE ⋮ Detecting periodicity from the trajectory of a random walk in random environment ⋮ Hidden Markov model for parameter estimation of a random walk in a Markov environment ⋮ The heavy range of randomly biased walks on trees

Cites Work

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• Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment
• Random difference equations and renewal theory for products of random matrices
• Random walks in random environment: What a single trajectory tells
• Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
• Asymptotic Statistics
• Random walks in a random environment

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