Moderate deviations of marginal maximum likelihood estimator for \(m\)-dependent processes

DOI10.1007/s10986-016-9328-xzbMath1358.62027OpenAlexW2551772044MaRDI QIDQ507026

Ying-Xia Chen, Yu Miao

Publication date: 3 February 2017

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-016-9328-x

zbMATH Keywords

Fisher informationmoderate deviations\(m\)-dependent processesmarginal maximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Large deviations (60F10)

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