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Errors estimation and the asymptotic distribution of probabilistic estimates. (English) Zbl 1084.62509

Summary: This paper continues the work done by N. Costea, S. Fulina and G. Cârlig [Consideraţii privind studiul erorilor în metoda verosimilităţii maximale şi erori mutual independente, A VI-a Conferinţă a Societăţii de Probabilităţi şi Statisctică din România, 21-23 februarie, 2003]. We present, besides the dynamical demand problem, the estimation of self-correlated errors and the asymptotic distribution of maximum probabilistic estimates in the self-recessive errors model.

MSC:

62F10 Point estimation
62E20 Asymptotic distribution theory in statistics
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