Inference in stochastic processes. II

DOI10.1007/BF00535362zbMath0296.62079MaRDI QIDQ4049988

M. M. Rao

Publication date: 1966

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes (62Mxx)

Related Items (7)

Inference in stochastic processes-III ⋮ Asymptotic inference for stochastic processes ⋮ Inférence statistique dans les processus stochastiques: Aperçu historique ⋮ On the bias of the least squares estimator for the first order autoregressive process ⋮ Asymptotic distribution of the log-likelihood function for stochastic processes ⋮ Asymptotic normality of the maximum likelihood estimate in arbitrary stochastic processes ⋮ The life and work of M. M. Rao

Cites Work

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• The central limit theorem for dependent random variables
• A Remark on the Roots of the Maximum Likelihood Equation
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations
• Inference in Stochastic Processes. I
• Some inference theorems in stochastic processes
• Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process
• A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS
• On certain limit theorems of the theory of probability
• On the Statistical Treatment of Linear Stochastic Difference Equations
• Stochastic processes and statistical inference

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