Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548851 | Statistics & Probability Letters | 2018 | 9 Pages |
Abstract
After a short review of the properties of the maximum likelihood estimator for discrete time Markov processes, we obtain a moderate deviation result for such an estimator under some regularity conditions using the Gärtner-Ellis theorem for random processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
B.L.S. Prakasa Rao,