Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment
classification
🧮 math.ST
stat.TH
keywords
randomenvironmentballisticdistantestimationestimatorlikelihoodmaximum
read the original abstract
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 parameters based on a single observation of the path till the time it reaches a distant site, and prove that this estimator is consistent as the distant site tends to infinity. We also explore the numerical performances of our estimation procedure.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.