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Kybernetika 34(3):265-288, 1998.

Maximum Likelihood Principle and I-Divergence: Discrete Time Observations.

Jiří Michálek


Abstract:

The paper investigates the relation between maximum likelihood and minimum $I$-divergence estimates of unknown parameters and studies the asymptotic behaviour of the likelihood ratio maximum. Observations are assumed to be done in the discrete time.


AMS: 62A;


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BIB TeX

@article{kyb:1998:3:265-288,

author = {Mich\'{a}lek, Ji\v{r}\'{\i}},

title = {Maximum Likelihood Principle and I-Divergence: Discrete Time Observations.},

journal = {Kybernetika},

volume = {34},

year = {1998},

number = {3},

pages = {265-288}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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