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20082026
most citedAsymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

15 citations · 35 across the 20 of their papers we have counts for

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Showing 2014 · math.PRShow all

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math.PR2014

Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment

Mikael Falconnet, Dasha Loukianova, Arnaud Gloter

We consider a one dimensional sub-ballistic random walk evolving in a parametric i.i.d. random environment. We study the asymptotic properties of the maximum likelihood estimator (…

math.PR2014★ 1 cited

Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support

Francis Comets, Mikael Falconnet, Oleg Loukianov +1

We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a singl…