On the uniqueness of maximizers of Markov-Gaussian processes

Dietmar Ferger

Statistics & Probability Letters, 1999, vol. 45, issue 1, 71-77

Abstract: Let Y be a nonconstant Markov-Gaussian process with almost sure continuous sample functions. We show that with probability one the original process Y and the reflected process Y in each case attain their maximal value at precisely one point. Almost sure uniqueness of maximizers of stochastic processes plays an important role when deriving the limit distribution of M-estimators.

Keywords: Markov-Gaussian; processes; Uniqueness; of; maximizers; Argmax-functional (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (1)

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