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Some aspects of generalm-estimation theory for dependent random variables

 

作者: V.S. Sampath Kumar,  

 

期刊: Statistics  （Taylor Available online 1989）
卷期: Volume 20, issue 1  

页码: 95-107

 

ISSN:0233-1888

 

年代: 1989

 

DOI:10.1080/02331888908802147

 

出版商: Akademie-Verlag

 

关键词: Stationary Markov chains;M-estimation;ergodic Markov sequences;consistency

 

数据来源: Taylor

 

摘要:

In this paper, we show some results regarding stationary Markov chains and sequences which can be obtained from the general theory ofM-estimation, This includes the large sample likelihood theory for a discrete-time stochastic sequence as a particular case, Consistency of a Markov model has been tested with the help of the general theory

 

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