Asymptotic normality of maximum likelihood estimators for multiparameter Markov chains

DOI10.1080/02522667.1999.10699420zbMath0932.62096OpenAlexW2105748601MaRDI QIDQ4264506

Mohammad H. Al-Towaiq

Publication date: 23 November 1999

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1999.10699420

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Linear Statistical Inference and its Applications
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