Explicit limit results for minimal sufficient statistics and maximum likelihood estimators in some Markov processes: Exponential families approach
type: Item
instance of: scholarly article
title: Explicit limit results for minimal sufficient statistics and maximum likelihood estimators in some Markov processes: Exponential families approach
zbMATH Open document ID: 0852.62076
author: Valeri T. Stefanov
published in: The Annals of Statistics
publication date: 1996-11-12T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 843007
zbMATH Keywords: minimal sufficient statistics
zbMATH Keywords: curved exponential families
zbMATH Keywords: Markov renewal processes
zbMATH Keywords: Markov-additive processes
zbMATH Keywords: likelihood functions
zbMATH Keywords: limit results
zbMATH Keywords: asymptotic normality
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: stopping times
zbMATH Keywords: variance parameter
zbMATH Keywords: functional central limit theorems
zbMATH Keywords: functional laws of iterated logarithm
zbMATH Keywords: finite-state Markov chains
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324699
OpenAlex ID: W2033001102
DOI: 10.1214/AOS/1176324699
description: scientific article; zbMATH DE number 843007