scientific article; zbMATH DE number 4189043

zbMath0721.62083MaRDI QIDQ5753409

Kurt Hornik

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large deviations principlerobustificationexponential rate optimalityBahadur type criterion for asymptotic optimalitycontinuous-sample maximum likelihood estimatordiscretized samplesfinite state space Markov processeslarge-sample estimation of the generator of a finite Markov process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

Related Items (1)

Asymptotically optimal tests of hypotheses on the generator of a finite Markov process

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