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PARAMETER-BASED ASYMPTOTICS

SWEETING, TJ; (1992) PARAMETER-BASED ASYMPTOTICS. BIOMETRIKA , 79 (2) 219 - 230.

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Abstract

In certain cases statistical methods based on standard maximum likelihood asymptotics become valid as the true parameter value approaches a boundary of the parameter space. Examples are given which motivate a general parameter-based asymptotic theory, and a result is obtained which covers such situations. Of particular interest are applications to stochastic process models.

Type:Article
Title:PARAMETER-BASED ASYMPTOTICS
Keywords:INFERENCE FOR STOCHASTIC PROCESSES, MAXIMUM LIKELIHOOD ESTIMATION, PARAMETER-BASED ASYMPTOTICS, MODELS
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

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