OpenAlex | ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS

On The First Order Efficiency And Asymptotic Normality Of Maximum Likelihood Estimators Obtained From Dependent Observations

Work

Year: 1986

Type: article

Abstract: . In this paper we study the first–order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations. Our conditions are weaker than usual, in that we ... more

Source: Statistica Neerlandica

Authors Risto D. H. Heijmans, Jan R. Magnus

Institutions University of Amsterdam, London School of Economics and Political Science

Cites: 35

Cited by: 53

Related to: 10

FWCI: 1.507

Citation percentile (by year/subfield): 77.64

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Sustainable Development Goal Reduced inequalities

Open Access status: green