ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATE IN MARKOV PROCESSES.

Abstract

In the present paper asymptotic normality of the maximum likelihood estimate in Markov Processes is established under conditions slightly weaker than the ones usually found in the literature. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1967
Accession Number
AD0656032

Entities

People

  • George G. Roussas

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Literature
  • Markov Processes
  • Mathematical Analysis
  • Mathematics
  • Normality
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.