论文信息 - Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations

Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations

In this article we aim to establish intuitively appealing and verifiable conditions for the first-order efficiency and asymptotic normality of ML estimators in a multi-parameter framework, assuming joint normality but neither the independence nor the identical distribution of the observations. We present five theorems (and a large number of lemmas and propositions), each being a special case of its predecessor.

J. Magnus | R. Heijmans

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