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

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

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…