Skip to main content
Log in

Asymptotic properties of the maximum probability estimates in Markov processes

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  1. Doob, J. L. (1953).Stochastic Processes, Wiley, New York.

    MATH  Google Scholar 

  2. Hájek, J. (1972). Local asymptotic minimax and admissibility in estimation,Proc. Sixth Berkeley Symp. Math. Statist. Prob.,1, 175–194, Univ. of California Press.

    Google Scholar 

  3. Loève, M. (1963).Probability Theory, 3rd ed. Van Nostrand, Princeton.

    MATH  Google Scholar 

  4. Roussas, G. G. (1968). Asymptotic normality of the maximum likelihood estimate in Markov processes,Metrika,14, 62–70.

    MathSciNet  Google Scholar 

  5. Roussas, G. G. (1972).Contiguity of Probability Measures, Cambridge University Press.

  6. Roussas, G. G. (1973).A First Course in Mathematical Statistics, Addison-Wesley, Reading, Massachussetts.

    MATH  Google Scholar 

  7. Roussas, G. G. (1975). Asymptotic properties of maximum probability estimates in the i.i.d. case,Proceedings of the Institute of Mathematical Statistics Summer Institute, Indiana University, Bloomington, Indiana.

    Google Scholar 

  8. Roussas, G. G. (1975). Asymptotic efficiency of the maximum probability estimate in the i.i.d. case, (Submitted for publication).

  9. Weiss, L. and Wolfowitz, J. (1975).Asymptotic Methods in Statistics, Springer-Verlag, New York, Heidelberg, Berlin.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

This research was supported by the National Science Foundation, Grant MPS 75-10373.

About this article

Cite this article

Roussas, G.G. Asymptotic properties of the maximum probability estimates in Markov processes. Ann Inst Stat Math 29, 203–219 (1977). https://doi.org/10.1007/BF02532784

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02532784

Keywords

Navigation