Régularité d'ordre quelconque pour un modèle statistique filtré

Jean Jacod

Séminaire de probabilités de Strasbourg (1991)

  • Volume: 25, page 140-161

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Jacod, Jean. "Régularité d'ordre quelconque pour un modèle statistique filtré." Séminaire de probabilités de Strasbourg 25 (1991): 140-161. <http://eudml.org/doc/113753>.

@article{Jacod1991,
author = {Jacod, Jean},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {likelihood processes; partial likelihood processes},
language = {fre},
pages = {140-161},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Régularité d'ordre quelconque pour un modèle statistique filtré},
url = {http://eudml.org/doc/113753},
volume = {25},
year = {1991},
}

TY - JOUR
AU - Jacod, Jean
TI - Régularité d'ordre quelconque pour un modèle statistique filtré
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 140
EP - 161
LA - fre
KW - likelihood processes; partial likelihood processes
UR - http://eudml.org/doc/113753
ER -

References

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  1. [1] Dellacherie C., Meyer P.A. (1982): Probabilités et potentiel II, Hermann: Paris. MR488194
  2. [2] Emery M. (1979): Une topologie sur l'espace des semimartingales. Sém. Proba. XIII, Lect. Notes in Math.721, 260-281. Springer Verlag: Berlin. Zbl0406.60057MR544800
  3. [3] Jacod J. (1979): Calcul stochastique et problèmes de martingales. Lect. Notes in Math.714. Springer Verlag: Berlin. Zbl0414.60053MR542115
  4. [4] Jacod J. (1990): Sur le processus de vraisemblance partielle. A paraitre aux Ann. IHP. Zbl0727.60037MR1063753
  5. [5] Jacod J. (1990): Regularity, partial regularity, partial information process, for a filtered statistical model. A paraitre dansProbab. Theory Rel. Fields. Zbl0677.62001MR1069284
  6. [6] Lecam L. (1986): Asymptotic methods in statistical decision theory. Springer Verlag: Berlin. Zbl0605.62002MR856411
  7. [7] Memin J. (1980): Espaces de semimartingales et changements de probabilités. Z. Wahrsch. Verw. Geb.52, 9-40. Zbl0407.60046MR568256
  8. [8] Strasser H. (1985): Mathematical theory of statistics. De Gruyter: Berlin. Zbl0594.62017MR812467

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