Partial likelihood process and asymptotic normality
نویسندگان
چکیده
منابع مشابه
Asymptotic normality of the maximum likelihood
We present conditions to obtain the asymptotic normality of the maximum likelihood estimator of a loss process presented in [2]. We shall use the notations of [2], write ‖ · ‖q for the standard L norm on an arbitrary space R, d ≥ 1, and let D φ denote the k−th order di erentiation with respect to φ. Let us introduce the following hypotheses: (A4) For all i ∈ {1, . . . , r}, λi(Φ0) > 0. (A5) For...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1987
ISSN: 0304-4149
DOI: 10.1016/0304-4149(87)90050-0