Econometric Theory, Vol. 28, No. 2 (April 2012), pp. 457-470 (14 pages) Consistency, asymptotic normality, and efficiency of the maximum likelihood estimator for stationary Gaussian time series were ...

Interval-censored multivariate failure time data arise when there are multiple types of failure or there is clustering of study subjects and each failure time is known only to lie in a certain ...

Identify characteristics of “good” estimators and be able to compare competing estimators. Construct sound estimators using the techniques of maximum likelihood and method of moments estimation.