Conditions equivalent to consistency of approximate MLE's for stochastic processes
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- Luschgy, Harald & Rukhin, Andrew L. & Vajda, Igor, 1993. "Adaptive tests for stochastic processes in the ergodic case," Stochastic Processes and their Applications, Elsevier, vol. 45(1), pages 45-59, March.
- J. Pfanzagl, 1969. "On the measurability and consistency of minimum contrast estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 14(1), pages 249-272, December.
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- A. Mayoral & D. Morales & J. Morales & I. Vajda, 2003. "On efficiency of estimation and testing with data quantized to fixed number of cells," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 57(1), pages 1-27, February.
- Vajda, Igor & Janzura, Martin, 1997. "On asymptotically optimal estimates for general observations," Stochastic Processes and their Applications, Elsevier, vol. 72(1), pages 27-45, December.
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Keywords
Maximum likelihood estimates Approximate maximum likelihood estimates Consistent MLE's Inconsistent MLE's;Statistics
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