On asymptotically optimal estimates for general observations
type: Item
instance of: scholarly article
title: On asymptotically optimal estimates for general observations
zbMATH Open document ID: 0933.62081
DOI: 10.1016/S0304-4149(97)00082-3
author: Igor Vajda
author: Martin Janžura
published in: Stochastic Processes and their Applications
publication date: 2000-03-01T00:00:00Z
review text: The authors consider asymptotically maximum likehood estimators and estimators asymptotically minimizing criterial functions of observations in statistical models with generalized sequences of observations. New necessary and sufficient conditions for the consistency of these estimators are established. The use of these conditions is illustrated on regression models with Gaussian and contaminated observations as well as on models of exponentially distributed random processes and fields.
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M40
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 1409149
zbMATH Keywords: maximum likehood estimators
zbMATH Keywords: generalized M-estimators
zbMATH Keywords: diffusion processes
zbMATH Keywords: Markov-Gibbs random fields
reviewed by: Ivan Křivý
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1409149