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The weak convergence of the likelihood ratio random fields for Markov observations

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  • Yosihiko Ogata
  • Nobuo Inagaki

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  • Yosihiko Ogata & Nobuo Inagaki, 1977. "The weak convergence of the likelihood ratio random fields for Markov observations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 165-187, December.
    • Handle: RePEc:spr:aistmt:v:29:y:1977:i:1:p:165-187
    DOI: 10.1007/BF02532782
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    References listed on IDEAS

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    1. Nobuo Inagaki & Yosihiko Ogata, 1975. "The weak convergence of likelihood ratio random fields and its applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 27(1), pages 391-419, December.
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    Cited by:

    1. Yu. A. Kutoyants & A. Motrunich, 2016. "On multi-step MLE-process for Markov sequences," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(6), pages 705-724, August.
    2. Nakahiro Yoshida, 1990. "Asymptotic behavior of M-estimator and related random field for diffusion process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(2), pages 221-251, June.

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