Abstract
Conditions of stability and asymptotic normality are derived for solutions of equations of form\(\sum _{k = 1}^n f(\theta , \eta _k , x_k ) = \sum _{k = 1}^n \xi _k\). Heref(θ, ·) is a family of functions and (ξk, ηk) is a sequence of conditionally independent variables inRr given on xk, k≥1, where xk is a sequence with values in an arbitrary space that satisfies a certain ergodicity condition. The continuous-time case is also considered. The asymptotic properties of maximum likelihood estimators and moment method estimators are investigated for observation of weakly dependent variables.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.