Statistical inference for Markov processes when the model is incorrect

DOI10.2307/1426857zbMath0426.62060OpenAlexW2332837295MaRDI QIDQ3862283

R. C. Srivastava, Robert V. Foutz

Publication date: 1979

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426857

zbMATH Keywords

consistencylikelihood ratio testmaximum likelihood estimatorBahadur efficiencyBahadur slopeasymptotically normalincorrect model1- step autoregression model

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

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