On non-consistency of estimators

DOI10.1080/17442509508833983zbMath0853.62023OpenAlexW2023247704MaRDI QIDQ4891630

Lioudmila Vostrikova, Yury A. Kutoyants

Publication date: 12 September 1996

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508833983

zbMATH Keywords

diffusion processeslimit behaviourmaximum likelihood estimatorsPoisson processesBayesian estimatorsdivergence processHellinger processsequence of general filtered statistical parametric models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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