6 resultados para likelihood-based inference

em Bulgarian Digital Mathematics Library at IMI-BAS


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* This paper was made according to the program № 14 of fundamental scientific research of the Presidium of the Russian Academy of Sciences, the project 06-I-П14-052

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2000 Mathematics Subject Classification: 60J80.

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We build the Conditional Least Squares Estimator of 0 based on the observation of a single trajectory of {Zk,Ck}k, and give conditions ensuring its strong consistency. The particular case of general linear models according to 0=( 0, 0) and among them, regenerative processes, are studied more particularly. In this frame, we may also prove the consistency of the estimator of 0 although it belongs to an asymptotic negligible part of the model, and the asymptotic law of the estimator may also be calculated.

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2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.

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2000 Mathematics Subject Classification: 62E16,62F15, 62H12, 62M20.