Comets, Francis; Falconnet, Mikael; Loukianov, Oleg; … - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 268-288
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 parameters based on a single observation of the path till the time it reaches a distant site, and prove that the estimator is...