Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment-Reference-Cited by-同舟云学术

Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

Published:2014-01 Issue:1 Volume:23 Page:1-19
ISSN:1066-5307
Container-title:Mathematical Methods of Statistics
language:en
Short-container-title:Math. Meth. Stat.

Author:

Falconnet M.,Loukianova D.,Matias C.

Publisher

Allerton Press

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.3103/S1066530714010013.pdf

Reference16 articles.

1. O. Adelman and N. Enriquez, “Random Walks in Random Environment: What a Single Trajectory Tells”, Israel J. Math. 142, 205–220 (2004).

2. I. Benjamini and H. Kesten, “Distinguishing Sceneries by Observing the Scenery along a Random Walk Path”, J.Anal.Math. 69, 97–135 (1996).

3. H. J. Bierens, Introduction to the Mathematical and Statistical Foundations of Econometrics, in Cambridge Books (Cambridge Univ. Press, Cambridge, 2005).

4. P. Billingsley, Convergence of ProbabilityMeasures (Wiley, New York, 1968).

5. A. A. Chernov, “Replication of a Multicomponent Chain by the Lightning Mechanism”, Biofizika 12, 297–301 (1967)

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