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

Abstract

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.

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1970
Accession Number
AD0705182

Entities

People

  • Dominique Jean-marie Nocturne

Organizations

  • Cornell University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Efficiency
  • Estimators
  • Markov Chains
  • Markov Processes
  • Mathematics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Statistical inference.