Convergence des surmartingales. Application aux vraisemblances partielles

François Coquet; Jean Jacod

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 282-299

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Coquet, François, and Jacod, Jean. "Convergence des surmartingales. Application aux vraisemblances partielles." Séminaire de probabilités de Strasbourg 24 (1990): 282-299. <http://eudml.org/doc/113723>.

@article{Coquet1990,
author = {Coquet, François, Jacod, Jean},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Mellin transformation; asymptotic normality; partially specified filtered models},
language = {fre},
pages = {282-299},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Convergence des surmartingales. Application aux vraisemblances partielles},
url = {http://eudml.org/doc/113723},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Coquet, François
AU - Jacod, Jean
TI - Convergence des surmartingales. Application aux vraisemblances partielles
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 282
EP - 299
LA - fre
KW - Mellin transformation; asymptotic normality; partially specified filtered models
UR - http://eudml.org/doc/113723
ER -

References

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  8. [8] J. Jacod: Convergence of filtered statistical models and Hellinger processes. Stochastic Process. Appl. 32, 47-68, 1989. Zbl0684.60030MR1008908
  9. [9] J. Jacod: Sur le processus de vraisemblance partielle. Prépubl. 11, Laboratoire de Probabilités, Univ. Paris6, 1989. Zbl0727.60037
  10. [10] A. Jakubowski, J. Menin, G. Pages: Convergence en loi des suites d'intégrales stochastiques sur l'espace D de Skorokhod. Probab. Theo. Rel. Fields, 81, 111-137, 1989. Zbl0638.60049MR981569
  11. [11] L. Lecam: Asymptotic methods in statistical decision theory. Springer Verlag, Berlin, 1986. Zbl0605.62002
  12. [12] J. Memin: Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement a-normal). Séminaire de Proba. Rennes1985. Univ. de Rennes, 1986. Zbl0637.60005MR880367
  13. [13] M. Sorensen: Some asymptotic properties of quasi-likelihood estimators for semimartingales. Res. Rep. 178, Aarhus, 1988. MR1051466

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