Properties of maximum likelihood and Bayessian estimators for not identically distributed observations
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 703-711
Voir la notice de l'article provenant de la source Math-Net.Ru
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.
@article{TVP_1975_20_4_a0,
author = {I. A. Ibragimov and R. Z. Khas'minskii},
title = {Properties of maximum likelihood and {Bayessian} estimators for not identically distributed observations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {703--711},
publisher = {mathdoc},
volume = {20},
number = {4},
year = {1975},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a0/}
}
TY - JOUR AU - I. A. Ibragimov AU - R. Z. Khas'minskii TI - Properties of maximum likelihood and Bayessian estimators for not identically distributed observations JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1975 SP - 703 EP - 711 VL - 20 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a0/ LA - ru ID - TVP_1975_20_4_a0 ER -
%0 Journal Article %A I. A. Ibragimov %A R. Z. Khas'minskii %T Properties of maximum likelihood and Bayessian estimators for not identically distributed observations %J Teoriâ veroâtnostej i ee primeneniâ %D 1975 %P 703-711 %V 20 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a0/ %G ru %F TVP_1975_20_4_a0
I. A. Ibragimov; R. Z. Khas'minskii. Properties of maximum likelihood and Bayessian estimators for not identically distributed observations. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 703-711. http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a0/