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ASYMPTOTIC EFFICIENCY OF THE MAXIMUM LIKELIHOOD ESTIMATORS FOR THE PARAMETERS OF CERTAIN STOCHASTIC PROCESSES.

机译：某些随机过程参数的最大似然估计的渐近效率。

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摘要

A method of estimation leading to asymptotically efficient estimators for the parameters of certain stochastic processes is developed. Results are applied to estimation of parameters for Markov chains,econometric problems,and continuous time Markov processes.

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作者
nocturne, dominique jean-marie;
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年度 1970
页码 1-130
总页数 130
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
statistical analysis; decision theory; stochastic processes; problem solvingeconomics; differential equations; measure theory; theorems; theses;

机译：统计分析;决策理论;随机过程;问题解决经济学;微分方程;测量理论;定理;论文;

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专利

1. On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes [J] . Kakizawa Y. Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2000,第1期

机译：高斯平稳过程中最大似然估计和拟最大似然估计的Bahadur渐近效率
2. Asymptotic Normality and Efficiency of the Maximum Likelihood Estimator for the Parameter of a Ballistic Random Walk in a Random Environment [J] . M. Falconnet, D. Loukianova, C. Matias Mathematical methods of statistics . 2014,第1期

机译：随机环境下弹道随机游走参数的最大似然估计的渐近正态性和效率
3. Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression [J] . Jiang Xuejun, Xia Tian, Wang Xueren Communications in Statistics . 2017,第13a14期

机译：随机回归的拟似然非线性模型中最大拟似然估计的渐近性质
4. NON ASYMPTOTIC EFFICIENCY OF A MAXIMUM LIKELIHOOD ESTIMATOR AT FINITE NUMBER OF SAMPLES [C] . Alexandre Renaux, Philippe Forster, Eric Boyer European Signal Processing Conference(EUSIPCO 2004) vol.3; 20040906-10; Vienna(AT) . 2004

机译：有限个样本上最大似然估计的非渐近效率
5. A comparison of estimators in hierarchical linear modeling: Restricted maximum likelihood versus bootstrap via minimum norm quadratic unbiased estimators. [D] . Delpish, Ayesha Nneka. 2006

机译：分层线性建模中估计量的比较：通过最小范数二次无偏估计量来限制最大似然与自举。
6. Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions [O] . Yongseok Park, Jeremy M. G. Taylor, John D. Kalbfleisch -1

机译：随机排序的幸存函数的逐点非参数最大似然估计
7. On an Optimal Asymptotic Property of the Maximum Likelihood Estimator of a Parameter from a Stochastic Process [O] . C. C. Heyde 2010

机译：随机过程中参数最大似然估计的最佳渐近性质

ASYMPTOTIC EFFICIENCY OF THE MAXIMUM LIKELIHOOD ESTIMATORS FOR THE PARAMETERS OF CERTAIN STOCHASTIC PROCESSES.

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