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On parameter estimation for ergodic Markov chains with unbounded loss functions
1998
unpublished
Preserved Fulltext
We establish the Hajek-Le Cam asymptotic eeciency of maximum likelihood estimators for "polynomially ergodic" Markov regular experiments in the class of loss functions with a polynomial growth.
fatcat:mbmdjssirnfzvlllowgx4h7bhq