M-estimator and its weak consistency for a (2, 1) random walk in a parametric random environment

DOI10.1080/15326349.2019.1600412zbMath1426.62249arXiv1808.10092OpenAlexW2936289910MaRDI QIDQ5231292

Hua Ming Wang, Mei-Juan Zhang

Publication date: 26 August 2019

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.10092

zbMATH Keywords

branching processrandom environment\(M\)-estimatorrandom walk

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment
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• Markov Chains
• Asymptotic Statistics
• A CRITERION FOR LINEAR DRIFT, AND THE CENTRAL LIMIT THEOREM FOR ONE-DIMENSIONAL RANDOM WALKS IN A RANDOM ENVIRONMENT
• Asymptotic Properties of Non-Linear Least Squares Estimators
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