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Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models

Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models

Randal Douc
François Roueff
Tepmony Sim
ArXiv (abs)PDFHTML

Papers citing "Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models"

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Title
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains
Randal Douc
Francois Roueff
Tepmony Sim
35
10
0
30 Sep 2015