Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

Tobias Ryd�n; �ric Moulines; Randal Douc

doi:10.1214/009053604000000021

Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

The Annals of Statistics ◽

10.1214/009053604000000021 ◽

2004 ◽

Vol 32 (5) ◽

pp. 2254-2304 ◽

Cited By ~ 93

Author(s):

Tobias Ryd�n ◽

�ric Moulines ◽

Randal Douc

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Asymptotic Properties ◽

Autoregressive Models ◽

Likelihood Estimator

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The Asymptotic Properties of Quasi-maximum Likelihood Estimator for Spatial Error Panel Data Model

2013 International Conference on Information Science and Cloud Computing Companion ◽

10.1109/iscc-c.2013.134 ◽

2013 ◽

Author(s):

Chunhong Li ◽

Lixia Wen

Keyword(s):

Maximum Likelihood ◽

Panel Data ◽

Maximum Likelihood Estimator ◽

Data Model ◽

Asymptotic Properties ◽

Panel Data Model ◽

Likelihood Estimator ◽

Spatial Error ◽

Quasi Maximum Likelihood

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Asymptotic properties of a double penalized maximum likelihood estimator in logistic regression

Statistics & Probability Letters ◽

10.1016/j.spl.2007.01.004 ◽

2007 ◽

Vol 77 (9) ◽

pp. 925-930 ◽

Cited By ~ 14

Author(s):

Sujuan Gao ◽

Jianzhao Shen

Keyword(s):

Logistic Regression ◽

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Asymptotic Properties ◽

Likelihood Estimator ◽

Penalized Maximum Likelihood

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Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation

Econometric Reviews ◽

10.1080/07474939208800234 ◽

1992 ◽

Vol 11 (2) ◽

pp. 253-260 ◽

Cited By ~ 1

Author(s):

Sunil K. Sapra

Keyword(s):

Maximum Likelihood ◽

Regression Model ◽

Maximum Likelihood Estimator ◽

Serial Correlation ◽

Asymptotic Properties ◽

Truncated Regression ◽

Likelihood Estimator

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Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes

Journal of Statistical Planning and Inference ◽

10.1016/0378-3758(95)00070-4 ◽

1996 ◽

Vol 51 (1) ◽

pp. 55-74 ◽

Cited By ~ 27

Author(s):

Stephen L. Rathbun

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Point Processes ◽

Asymptotic Properties ◽

Likelihood Estimator ◽

Spatio Temporal

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Asymptotic properties of the maximum likelihood estimator of a randomly censored exponential parameter

Communication in Statistics- Theory and Methods ◽

10.1080/03610928608829337 ◽

1986 ◽

Vol 15 (12) ◽

pp. 3637-3646 ◽

Cited By ~ 3

Author(s):

Jee Soo Kim

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Asymptotic Properties ◽

Likelihood Estimator ◽

Exponential Parameter ◽

Randomly Censored

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Properties of the maximum likelihood estimator in spatial autoregressive models

10.1920/wp.cem.2013.4413 ◽

2013 ◽

Cited By ~ 7

Author(s):

Grant Hillier ◽

Federico Martellosio

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Autoregressive Models ◽

Likelihood Estimator ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Asymptotic Properties of Restricted Maximum-Likelihood Estimator of Parameters in Censored Regression Model

Econometric Theory ◽

10.1017/s0266466600013463 ◽

1988 ◽

Vol 4 (3) ◽

pp. 535-536

Author(s):

S.K. Sapra

Keyword(s):

Maximum Likelihood ◽

Regression Model ◽

Maximum Likelihood Estimator ◽

Asymptotic Properties ◽

Restricted Maximum Likelihood ◽

Censored Regression ◽

Likelihood Estimator ◽

Restricted Maximum Likelihood Estimator ◽

Censored Regression Model

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The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium

Econometrica ◽

10.2307/1914068 ◽

1977 ◽

Vol 45 (5) ◽

pp. 1205 ◽

Cited By ~ 36

Author(s):

Michael J. Hartley ◽

Parthasaradhi Mallela

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Asymptotic Properties ◽

Likelihood Estimator

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Asymptotic properties of the maximum-likelihood estimator in zero-inflated binomial regression

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2016.1222437 ◽

2016 ◽

Vol 46 (20) ◽

pp. 9930-9948 ◽

Cited By ~ 6

Author(s):

Alpha Oumar Diallo ◽

Aliou Diop ◽

Jean-François Dupuy

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Asymptotic Properties ◽

Likelihood Estimator ◽

Binomial Regression

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Asymptotic properties of a conditional maximum-likelihood estimator

Canadian Journal of Statistics ◽

10.2307/3315575 ◽

1992 ◽

Vol 20 (1) ◽

pp. 63-75 ◽

Cited By ~ 16

Author(s):

H. Ferguson

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Asymptotic Properties ◽

Likelihood Estimator ◽

Conditional Maximum Likelihood ◽

Conditional Maximum

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