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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 4, Pages 703–711
(Mi tvp3335)
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This article is cited in 9 scientific papers (total in 9 papers)
Properties of maximum likelihood and Bayessian estimators for not identically distributed observations
I. A. Ibragimova, R. Z. Khas'minskiib a Leningrad
b Moscow
Abstract:
Asymptotical efficiency of the maximum likelihood and Bayessian estimators is proved under conditions I–V(see p. 704). These conditions are close to those of [7] where the continuous time case was considered.
Received: 30.01.1974
Citation:
I. A. Ibragimov, R. Z. Khas'minskii, “Properties of maximum likelihood and Bayessian estimators for not identically distributed observations”, Teor. Veroyatnost. i Primenen., 20:4 (1975), 703–711; Theory Probab. Appl., 20:4 (1976), 689–697
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https://www.mathnet.ru/eng/tvp3335 https://www.mathnet.ru/eng/tvp/v20/i4/p703
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