Maximum likelihood estimator consistency for ballistic random walk in a   parametric random environment
  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. 
Francis Comets (LPMA), Mikael Falconnet (SG), Oleg Loukianov (LAMA),   Dasha Loukianova (LAMA), Catherine Matias (SG)
math.ST stat.TH