ON THE WEAK CONVERGENCE OF A MAXIMUM LIKELIHOOD ESTIMATOR
نویسندگان
چکیده
منابع مشابه
Lecture 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: International Journal of Pure and Apllied Mathematics
سال: 2016
ISSN: 1311-8080,1314-3395
DOI: 10.12732/ijpam.v111i1.13