Maximum likelihood estimation in linear infinite dimensional models

DOI10.1080/15326349408807322zbMath0815.62057OpenAlexW1999229262WikidataQ126241264 ScholiaQ126241264MaRDI QIDQ4314754

Jaroslav Mohapl

Publication date: 29 June 1995

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349408807322

zbMATH Keywords

maximum likelihood estimationcentral limit theoreminfinitesimal generatorergodic theoremnuclear spaceinfinite dimensional modelGaussian white noise processergodic stationary Markov processinfinite dimensional stationary Markov process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Martingales with continuous parameter (60G44) Applications of functional analysis in probability theory and statistics (46N30) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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