Accession Number:

AD0656032

Title:

ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATE IN MARKOV PROCESSES.

Descriptive Note:

Technical rept.,

Corporate Author:

WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s):

• Roussas,George G.

Report Date:

1967-05-01

Pagination or Media Count:

15.0

Abstract:

In the present paper asymptotic normality of the maximum likelihood estimate in Markov Processes is established under conditions slightly weaker than the ones usually found in the literature. Author

Descriptors:

• (*STATISTICAL PROCESSES
• THEOREMS)
• PROBABILITY
• RANDOM VARIABLES
• MEASURE THEORY
• STATISTICAL ANALYSIS
• INEQUALITIES

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE