Some aspects of generalm-estimation theory for dependent random variables

DOI10.1080/02331888908802147zbMath0671.62081OpenAlexW2066972921MaRDI QIDQ3823678

V. S. Sampath Kumar

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802147

zbMATH Keywords

stationary Markov chainsConsistencyM-estimationdiscrete-time stochastic sequenceergodic Markov sequenceslarge sample likelihood theory

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

\(M\)-estimation for dependent random variables

Cites Work

• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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