Une application de la topologie d'Émery : le processus information d'un modèle statistique filtré

Jean Jacod

Séminaire de probabilités de Strasbourg (1989)

  • Volume: 23, page 448-474

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Jacod, Jean. "Une application de la topologie d'Émery : le processus information d'un modèle statistique filtré." Séminaire de probabilités de Strasbourg 23 (1989): 448-474. <http://eudml.org/doc/113694>.

@article{Jacod1989,
author = {Jacod, Jean},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Emery topology; filtered statistical model; Hellinger integral; Hellinger process; Fisher information matrix; Fisher information process; locally derivable model; domination},
language = {fre},
pages = {448-474},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Une application de la topologie d'Émery : le processus information d'un modèle statistique filtré},
url = {http://eudml.org/doc/113694},
volume = {23},
year = {1989},
}

TY - JOUR
AU - Jacod, Jean
TI - Une application de la topologie d'Émery : le processus information d'un modèle statistique filtré
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 448
EP - 474
LA - fre
KW - Emery topology; filtered statistical model; Hellinger integral; Hellinger process; Fisher information matrix; Fisher information process; locally derivable model; domination
UR - http://eudml.org/doc/113694
ER -

References

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  1. [1] Basawa I.V., Prakasa Rao B.L.S.: Statistical inference for stochastic processes. Academic Press, New York, 1980. Zbl0448.62070MR586053
  2. [2] Dacunha-Castelle D., Duflo M.: Probabilités et statistiques. Masson, Paris, 1982 (tome 1) et 1983 (tome 2). Zbl0535.62004
  3. [3] Emery M.: Une topologie sur l'espace des semimartingales. Sém. de Probabilités XIII. Lect. Notes in Math.721, 260-281. Springer Verlag: Berlin, 1979. Zbl0406.60057MR544800
  4. [4] Ibragimov I.A., HAS'MIHSKII R.Z.: Statistical Estimation. Springer Verlag: Berlin, 1981. Zbl0467.62026MR620321
  5. [5] Jacod J., Shiryaev A.N.: Limit theorems for stochastic processes. Springer Verlag: Berlin, 1987. Zbl0635.60021MR959133
  6. [6] Lecam L.: Asymptotic methods in statistical decision theory. Springer Verlag: Belin, 1986. Zbl0605.62002MR856411
  7. [7] Lepingle D.: Une inégalité de martingales. Sém. de Probabilités XII. Lect. Notes in Math.649, 134-137. Springer Verlag: Berlin, 1978. Zbl0375.60060MR520002
  8. [8] Memin J.: Espaces de semimartingales et changements de probabilités. Z. Wahrsch. Verw. Geb.52, 9-40, 1980. Zbl0407.60046MR568256
  9. [9] Strasser H.: Mathematical theory of statistics. De Gruyter: Berlin, 1985. Zbl0594.62017MR812467
  10. [10] Stricker C.: Quelques remarques sur la topologie des semimartingales, applications aux intégrales stochastiques. Sém, de Probabilités XV, Lect. Notes in Math.850, 499-522, Springer Verlag, Berlin: 1981. Zbl0456.60055MR622583
  11. [11] Feigin P.D.: Maximum likelihood estimation for continuous-time stochastic processes. Adv. Appl. Prob.8, 712-736, 1976. Zbl0355.62086MR426342
  12. [12] Heyde C.C.: Remarks on efficiency in estimation for branching processes. Boimetrika62, 49-55, 1975. Zbl0297.62069MR375695

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