Accession Number : AD0705182

Title :   ASYMPTOTIC EFFICIENCY OF THE MAXIMUM LIKELIHOOD ESTIMATORS FOR THE PARAMETERS OF CERTAIN STOCHASTIC PROCESSES.

Descriptive Note : Technical rept.,

Corporate Author : CORNELL UNIV ITHACA N Y DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Nocturne,Dominique Jean-Marie

Report Date : MAR 1970

Pagination or Media Count : 130

Abstract : A method of estimation leading to asymptotically efficient estimators for the parameters of certain stochastic processes is developed. Results are applied to estimation of parameters for Markov chains, econometric problems, and continuous time Markov processes.

Descriptors :   (*STATISTICAL ANALYSIS, *DECISION THEORY), (*STOCHASTIC PROCESSES, PROBLEM SOLVING), ECONOMICS, DIFFERENTIAL EQUATIONS, MEASURE THEORY, THEOREMS, THESES

Subject Categories : Statistics and Probability
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE