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20082019
most citedAsymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

15 citations · 17 across the 6 of their papers we have counts for

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math.ST2013★ 15 cited

Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

Mikael Falconnet, Dasha Loukianova, Catherine Matias

We consider a one dimensional ballistic random walk evolving in a parametric independent and identically distributed random environment. We study the asymptotic properties of the m…

math.ST2012

Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment

Francis Comets, Mikael Falconnet, Oleg Loukianov +2

We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the environment par…