Asymptotic normality of maximum likelihood estimators for non-parametric markov chains

Basel M. Al-Eideh

doi:10.1080/02522667.1996.10699277

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Asymptotic normality of maximum likelihood estimators for non-parametric markov chains

Basel M. Al-Eideh

Year: 1996 Journal: Journal of Information and Optimization Sciences Vol: 17 (2)Pages: 233-238 Publisher: Taylor & Francis

DOI: 10.1080/02522667.1996.10699277

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Abstract

Abstract Asymptotic properties of Maximum likelihood Estimators (MLEs) for the non-parametric and parametric Markov chains have been studied by Basawa and Rao (1980), Al-Eideh et. al. (1988) and others. In this paper we present a complete proof of the property of asymptotic normality of MLE’s for the non-parametric Markov chains. Some gaps and details must be filled out.

Keywords:

Markov chain Parametric statistics Mathematics Estimator Asymptotic distribution Normality Local asymptotic normality Applied mathematics Markov property Maximum likelihood Asymptotic analysis Statistics Markov model Econometrics

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Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Asymptotic normality of maximum likelihood estimators for non-parametric markov chains

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