Asymptotic Analysis of Random Walks

A. A Borovkov, K. A. B. (2010). Asymptotic Analysis of Random Walks. Cambridge University Press.

Type

Book

Intellectual base

Review or monograph

Year

2010

Link

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Cited by

1 citation across 1 artifact.

Domain-specific

• Asymptotic theory (statistics)
  • … transfers from A regular maximum-likelihood estimator is asymptotically normal after square-root-n scaling with covariance given by inverse Fisher information. to Inference checks whether the limit is accurate at available sample sizes and reports failures near boundaries, weak identification or high dimensionality..

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