The consistency of the BIC Markov order estimator

JOURNAL ARTICLE published 1 December 2000 in The Annals of Statistics

Authors: Imre Csiszár | Paul C. Shields

The consistency of the BIC Markov order estimator

PROCEEDINGS ARTICLE published in 2000 IEEE International Symposium on Information Theory (Cat. No.00CH37060)

Authors: I. Csiszar | P.C. Shields

Consistency of the BIC order estimator

JOURNAL ARTICLE published 19 October 1999 in Electronic Research Announcements of the American Mathematical Society

Authors: Imre Csiszár | Paul Shields

Consistency of the maximum likelihood estimator for general hidden Markov models

JOURNAL ARTICLE published 1 February 2011 in The Annals of Statistics

Authors: Randal Douc | Eric Moulines | Jimmy Olsson | Ramon van Handel

Consistency of the Least Squares Estimator of the First Order Moving Average Parameter

JOURNAL ARTICLE published 1 March 1983 in The Annals of Statistics

Authors: Brian D. Macpherson | Wayne A. Fuller

Consistent estimation of the basic neighborhood of Markov random fields

JOURNAL ARTICLE published 1 February 2006 in The Annals of Statistics

Authors: Imre Csiszár | Zsolt Talata

Strong consistency in nonlinear stochastic regression models

JOURNAL ARTICLE published 1 May 2000 in The Annals of Statistics

Authors: K. Skouras

Invariant normal models with recursive graphical Markov structure

JOURNAL ARTICLE published 1 August 2000 in The Annals of Statistics

Authors: Jesper Madsen

A Note on the Uniform Consistency of the Kaplan-Meier Estimator

JOURNAL ARTICLE published 1 September 1987 in The Annals of Statistics

Authors: Jia-Gang Wang

Consistency for the least squares estimator in nonparametric regression

JOURNAL ARTICLE published 1 December 1996 in The Annals of Statistics

Authors: Marten Wegkamp | Sara van de Geer

Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator

JOURNAL ARTICLE published 1 June 1996 in The Annals of Statistics

Authors: Christian Hess

Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Generalized Linear Models

JOURNAL ARTICLE published 1 March 1985 in The Annals of Statistics

Authors: Ludwig Fahrmeir | Heinz Kaufmann

Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model

JOURNAL ARTICLE published 1 March 1993 in The Annals of Statistics

Authors: K. S. Chan

Irreducible Markov Shifts

JOURNAL ARTICLE published June 1972 in The Annals of Mathematical Statistics

Authors: R. L. Adler | P. Shields | M. Smorodinsky

Correction: Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Generalized Linear Models

JOURNAL ARTICLE published 1 December 1986 in The Annals of Statistics

Authors: Ludwig Fahrmeir | Heinz Kaufmann

A Minimum Distance Estimator for First-Order Autoregressive Processes

JOURNAL ARTICLE published 1 September 1986 in The Annals of Statistics

Authors: Chamont W. H. Wang

Bayesian analysis of variable-order, reversible Markov chains

JOURNAL ARTICLE published 1 April 2011 in The Annals of Statistics

Authors: Sergio Bacallado

Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic

JOURNAL ARTICLE published 1 October 2005 in The Annals of Statistics

Authors: S. N. Lahiri

Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis

JOURNAL ARTICLE published 1 June 2018 in The Annals of Statistics

Authors: Zhidong Bai | Kwok Pui Choi | Yasunori Fujikoshi

General-order observation-driven models: Ergodicity and consistency of the maximum likelihood estimator

JOURNAL ARTICLE published 1 January 2021 in Electronic Journal of Statistics

Authors: Tepmony Sim | Randal Douc | François Roueff