Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 703-711
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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/
@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},
year = {1975},
volume = {20},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a0/}
}
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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
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%D 1975
%P 703-711
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%U http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a0/
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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.
