Bounds for the normal approximation of the maximum likelihood estimator
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چکیده
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15 صفحه اولLecture 22: Maximum Likelihood Estimator
In the first part of this lecture, we will deal with the consistency and asymptotic distribution of maximum likelihood estimator. The second part of the lecture focuses on signal estimation/tracking. An estimator is said to be consistent if it converges to the quantity being estimated. This section speaks about the consistency of MLE and conditions under which MLE is consistent.
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2017
ISSN: 1350-7265
DOI: 10.3150/15-bej741