Divergence Processes and Weak Convergence of Likelihood Ratio Processes

L. Vostrikova

Publications mathématiques et informatique de Rennes (1989-1990)

  • Volume: 1989-1990, Issue: 1, page 134-146

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Vostrikova, L.. "Divergence Processes and Weak Convergence of Likelihood Ratio Processes." Publications mathématiques et informatique de Rennes 1989-1990.1 (1989-1990): 134-146. <http://eudml.org/doc/273931>.

@article{Vostrikova1989-1990,
author = {Vostrikova, L.},
journal = {Publications mathématiques et informatique de Rennes},
keywords = {general statistical parametric model; general parametric experiment; Gaussian statistical model; weak convergence of likelihood ratio processes; filtered experiments; sufficient criteria; Hellinger processes; divergency processes; Poisson processes; diffusion processes; continuous Gaussian random field; statistical model generated by processes with independent increments},
language = {eng},
number = {1},
pages = {134-146},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {Divergence Processes and Weak Convergence of Likelihood Ratio Processes},
url = {http://eudml.org/doc/273931},
volume = {1989-1990},
year = {1989-1990},
}

TY - JOUR
AU - Vostrikova, L.
TI - Divergence Processes and Weak Convergence of Likelihood Ratio Processes
JO - Publications mathématiques et informatique de Rennes
PY - 1989-1990
PB - Département de Mathématiques et Informatique, Université de Rennes
VL - 1989-1990
IS - 1
SP - 134
EP - 146
LA - eng
KW - general statistical parametric model; general parametric experiment; Gaussian statistical model; weak convergence of likelihood ratio processes; filtered experiments; sufficient criteria; Hellinger processes; divergency processes; Poisson processes; diffusion processes; continuous Gaussian random field; statistical model generated by processes with independent increments
UR - http://eudml.org/doc/273931
ER -

References

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  1. [1] K. Dzhaparidze, E. Valkeila. On the Hellinger type distances for filtered experiments. Probab. Th. Rel. Fields85, 105-117 (1990). Zbl0671.60044MR1044303
  2. [2] P.E. Greenwood, A.N. Shiryayev. Contiguity and the statistical invariance principle. Stochastics Monographs I, Gordon and Breach, New York, 1985. Zbl0659.62029MR822226
  3. [3] I.A. Ibragimov, R.Z. Hasminski. Asymptotic theory of estimations. Moscow, "Nauka", 1979 (in Russian). Zbl0467.62025MR545339
  4. [4] J. Jacod. Filtered statistical models and Hellinger processes. Stochastic Processes and their Applications32, 3-45 (1989). Zbl0684.60031MR1008907
  5. [5] J. Jacod.Convergence of filtered statistical models and Hellinger processes. Stochastic Processes and their Applications32, 47-68 (1989). Zbl0684.60030MR1008908
  6. [6] J. Jacod, A.N. Shiryayev. Limit theorems for stochastic processes. Springer-Verlag, Berlin Heildelberg, 1987. Zbl0635.60021MR959133
  7. [7] N.E. Kordzahia. Weak convergence of likelihood ratio process. Uspehi mat. nauk, 39 (4), 167 (1984). MR753783
  8. [8] Ju. A. Kutoyants. Parameter estimation for stochastic processes. Erevan, A.N. ARSSR, 1980 (in Russian) Zbl0542.62073
  9. [9] Ju. A. Kutoyants. Parameter estimation for stochastic processes. Heldermann Verlag, Berlin, 1984. Zbl0542.62073MR777685
  10. [10] Ju. A. Kutoyants. Identification of dynamic systems with small noise (to appear). Zbl0831.62058
  11. [11] F. Liese, I. Vajda. Convex statistical distances. Leipzig : Teubner, 1987. Zbl0656.62004MR926905
  12. [12] J. Mémin. Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement non gaussien). Publications de l'I.R.M.A.R., Rennes1985. Zbl0637.60005MR880367
  13. [13] D.L. Mc Leish. An extended martingale principle. Ann. Probab. 6(1), 144-150 (1978). Zbl0379.60046MR471032
  14. [14] E. Valkeila, L. Vostrikova. An integral representation for the Hellinger distance. Math. Scand.58, 239-257 (1986). Zbl0633.60066MR860882
  15. [15] L. Vostrikova. Functional limit theorems for the likelihood ratio processes. Annales Universitatis Scientiarum Budapestinenses de Rolando Eötvös Nominatae, vi, 145-182 (1985). Zbl0627.62034MR915233
  16. [16] L. Vostrikova. On the weak convergence of likelihood ratio processes of general statistical parametric models. Stochastics 23, 277-298 (1988). Zbl0643.60029MR959115

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