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Theory and Method

Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases

Pages 345-350 | Published online: 05 Apr 2012

References

  • Billingsley , P. 1961 . Statistical Inference for Markov Processes , Chicago : University of Chicago Press .
  • Cramér , H. 1946 . Mathematical Methods of Statistics , Princeton , N. J. : Princeton University Press .
  • Le Cam , L. November 1960 . Locally Asymptotically Normal Families of Distributions , November , Berkeley , Calif. : University of California Press .
  • Rao , M. M. 1966 . “Inference in Stochastic Processes II,” . Z. Wahrscheinlichkeitstheorie , 5 ( No. 4 ) : 317 – 35 .
  • Wald , A. 1948 . “Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process,” . The Annals of Mathematical Statistics , 19 ( No. 1 ) March : 40 – 6 .
  • Weiss , L. and Wolfowitz , J. 1967 . “Maximum Probability Estimators,” . Annals of the Institute of Statistical Mathematics , 19 ( No. 2 ) : 193 – 206 .

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