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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 4, Pages 703–711 (Mi tvp3335)
This article is cited in 9 papers

Properties of maximum likelihood and Bayessian estimators for not identically distributed observations

I. A. Ibragimova, R. Z. Khas'minskiib

a Leningrad
b Moscow

Abstract: Asymptotical efficiency of the maximum likelihood and Bayessian estimators is proved under conditions I–V(see p. 704). These conditions are close to those of [7] where the continuous time case was considered.

Received: 30.01.1974


 English version: Theory of Probability and its Applications, 1976, 20:4, 689–697

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