Asymptotic normality of the maximum likelihood estimate in Markov processes

DOI10.1007/BF02613643zbMath0167.17704MaRDI QIDQ2530683

George G. Roussas

Publication date: 1968

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175391

zbMATH Keywords

statistics

Related Items (14)

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Cites Work

• The Lindeberg-Levy Theorem for Martingales
• Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate
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