ASYMPTOTIC EFFICIENCY OF THE MAXIMUM LIKELIHOOD ESTIMATORS FOR THE PARAMETERS OF CERTAIN STOCHASTIC PROCESSES.
CORNELL UNIV ITHACA N Y DEPT OF OPERATIONS RESEARCH
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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.
- Statistics and Probability
- Operations Research