Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Multi-step MLE-process for Markov Sequences   We consider the problem of the construction of the estimator-process of the
unknown finite-dimensional parameter in the case of the observations of
nonlinear autoregressive process. The estimation is done in two or three steps.
First we estimate the unknown parameter by a learning relatively short part of
observations and then we use the one-step MLE idea to construct an-estimator
process which is asymptotically equivalent to the MLE. To have the learning
interval shorter we introduce the two-step procedure which leads to the
asymptotically efficient estimator-process too. The presented results are
illustrated with the help of two numerical examples.

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The categories of this paper are: hep-th
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The categories of this paper are: econ
4
The categories of this paper are: cond-mat
24
The categories of this paper are: dg-ga
33
The categories of this paper are: plasm-ph
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The categories of this paper are: solv-int
35
The categories of this paper are: mtrl-th
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The categories of this paper are: physics
37
The categories of this paper are: supr-con
25
The categories of this paper are: patt-sol
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The categories of this paper are: hep-lat
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The categories of this paper are: q-fin
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The categories of this paper are: hep-ex
31
The categories of this paper are: ao-sci
34
The categories of this paper are: chem-ph
30
The categories of this paper are: q-alg