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On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process

โœ Scribed by C.C. Heyde

Book ID
107950109
Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
853 KB
Volume
8
Category
Article
ISSN
0304-4149

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The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which