Accession Number:

AD0705182

Title:

ASYMPTOTIC EFFICIENCY OF THE MAXIMUM LIKELIHOOD ESTIMATORS FOR THE PARAMETERS OF CERTAIN STOCHASTIC PROCESSES.

Descriptive Note:

Technical rept.,

Corporate Author:

CORNELL UNIV ITHACA N Y DEPT OF OPERATIONS RESEARCH

Personal Author(s):

Report Date:

1970-03-01

Pagination or Media Count:

130.0

Abstract:

A method of estimation leading to asymptotically efficient estimators for the parameters of certain stochastic processes is developed. Results are applied to estimation of parameters for Markov chains, econometric problems, and continuous time Markov processes.

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE