Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases

1 June 1971

journal article
research article
Published by JSTOR in Journal of the American Statistical Association

Vol. 66 (334) , 345
https://doi.org/10.2307/2283934

Abstract

Most results on the asymptotic properties of maximum likelihood estimators are for the standard cases where we observe independent and identically distributed random variables, whose distribution satisfies certain regularity conditions. In this article, similar properties are shown to hold for a class of cases where the observed random variables are not necessarily independent and identically distributed.

Keywords

HOLD
NECESSARILY
NONSTANDARD
SATISFIES
MAXIMUM LIKELIHOOD ESTIMATORS
PROPERTIES OF MAXIMUM
ASYMPTOTIC PROPERTIES

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