MLE에 대한 좋은 설명이 있는 자료
https://online.stat.psu.edu/stat415/lesson/1/1.2
1.2 - Maximum Likelihood Estimation | STAT 415
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MLE 심화 (MLE Regularity condition에 대한 설명)
Lehmann, Erich L., and George Casella. Theory of point estimation. Springer Science & Business Media, 2006.
https://barumpark.com/blog/2020/regularity/
MLE를 확장한 논문
Andersen, Erling Bernhard. "Asymptotic properties of conditional maximum-likelihood estimators." Journal of the Royal Statistical Society Series B: Statistical Methodology 32.2 (1970): 283-301.
Kiefer, Jack, and Jacob Wolfowitz. "Consistency of the maximum likelihood estimator in the presence of infinitely many incidental parameters." The Annals of Mathematical Statistics (1956): 887-906.
Spokoiny, Vladimir. "Penalized maximum likelihood estimation and effective dimension." (2017): 389-429.
Stochastic differential equation에서 parameter estimation 문제를 푸는 방식에 대한 내용
Nielsen, Jan Nygaard, Henrik Madsen, and Peter C. Young. "Parameter estimation in stochastic differential equations: an overview." Annual Reviews in Control 24 (2000): 83-94.
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