๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On regularity conditions for maximum likelihood estimators

โœ Scribed by Gurland, John


Book ID
120231270
Publisher
Taylor and Francis Group
Year
1954
Tongue
English
Weight
200 KB
Volume
1954
Category
Article
ISSN
0346-1238

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On maximum likelihood estimators for a t
โœ Lianfen Qian ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 188 KB

For a stationary ergodic self-exciting threshold autoregressive model with single threshold parameter, Chan (1993) obtained the consistency and limiting distribution of the least-squares estimator for the underlying true parameters. In this paper, we derive the similar results for the maximum likeli