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Journal of Information and Optimization Sciences Volume 20, 1999 - Issue 2

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Original Articles

Asymptotic normality of maximum likelihood estimators for multiparameter Markov chains

M. H. Al-Towaiq Mathematical Sciences Department, Jordan University of Science and Technology, Irbid, Jordan

Pages 309-312 | Received 01 Feb 1997, Published online: 18 Jun 2013

Cite this article
https://doi.org/10.1080/02522667.1999.10699420

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Abstract

In this work, the asymptotic normality of Maximum likelihood Estimators (MLE) for multiparameter Markov chains is proved. The proof is based on the sketch of Rao (1973). Some details and gaps had to be filled out.

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