On Weak Convergence of Parameter Estimators of General Statistical Parametric Models

L. Vostrikova

Publications mathématiques et informatique de Rennes (1986)

• Volume: 1986, Issue: 1, page 146-167

Access Full Article

top

 Access to full text

 Full (PDF)

How to cite

top

• MLA
• BibTeX
• RIS

Vostrikova, L.. "On Weak Convergence of Parameter Estimators of General Statistical Parametric Models." Publications mathématiques et informatique de Rennes 1986.1 (1986): 146-167. <http://eudml.org/doc/274410>.

@article{Vostrikova1986,
author = {Vostrikova, L.},
journal = {Publications mathématiques et informatique de Rennes},
keywords = {Hellinger process; jump measure; compensator of jump measure; Skorokhod space; general statistical parametric models; filtrations; likelihood ratio processes; weak convergence; Gaussian model; maximum likelihood estimators; Bayesian estimators},
language = {eng},
number = {1},
pages = {146-167},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {On Weak Convergence of Parameter Estimators of General Statistical Parametric Models},
url = {http://eudml.org/doc/274410},
volume = {1986},
year = {1986},
}

TY - JOUR
AU - Vostrikova, L.
TI - On Weak Convergence of Parameter Estimators of General Statistical Parametric Models
JO - Publications mathématiques et informatique de Rennes
PY - 1986
PB - Département de Mathématiques et Informatique, Université de Rennes
VL - 1986
IS - 1
SP - 146
EP - 167
LA - eng
KW - Hellinger process; jump measure; compensator of jump measure; Skorokhod space; general statistical parametric models; filtrations; likelihood ratio processes; weak convergence; Gaussian model; maximum likelihood estimators; Bayesian estimators
UR - http://eudml.org/doc/274410
ER -

References

top

1. [1] P. Billingsley. Convergence of probability measures. Wiley, 1968. Zbl0944.60003MR233396
2. [2] I.A. Ibragimov, R.Z. Hasminskij. Asymptotic theory of estimation. Nauka, 1979 (in Russian). Zbl0467.62025MR545339
3. [3] J. Jacod. Calcul stochastique et problèmes de martingales. Lecture Notes in Math.714, Springer -Verlag, 1979. Zbl0414.60053MR542115
4. [4] J. Jacod. Processus de Hellinger, absolue continuité, contiguité. Séminaire de Probabilités, Rennes, 1983. MR863320
5. [5] R. Liptser, A. Shiryayev. On the problem of " predictable criteria of contiguity. Probab. Theory and Math. Stat.Fourth USSR-Japan Symposium, Proceedings, 1982 Lecture Notes in Math., Springer-Verlag, 1021, 1983. Zbl0544.60044MR736006
6. [6] R. Liptser, A. Shiryayev. On contiguity of probability measures corresponding to semimartingales, Analysis MathematicaeII (1985). p. 93-124 Zbl0591.60039MR803190
7. [7] J. Memin, A.N. Shiryayev. Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants: Critères d'absolue continuité et de singularité. Z. Wahrseinlinchkeitstheorie and Verw. Cebiete, 70 (1985), p.67-90. Zbl0569.60038MR795789
8. [8] A.N. Shiryayev. Martingales : Recent Developments, Results and Applications. Internat. Stat. Rev.1981, 49, p. 199-233. Zbl0478.60062MR651472
9. [9] L. Vostrikova. On criteria (cn)-consistency of estimators. Stochastics, 11 (1984), p.p. 265-290. Zbl0558.62029MR735390
10. [10] L. Vostrikova. Functional limit theorems for the likelihood processes (to appear in Annales Universitatis Scientarium Budapestinenses de Rolando Eötvös nominatae.) 
11. [11] L. Vostrikova. On a weak convergence of likelihood ratio processes of general statistical parametric models. Stochastics (submitted). Zbl0643.60029MR959115

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Language to use for this widget. български (bg) čeština (cs) Deutsch (de) ελληνικά (el) English (en) español (es) français (fr) italiano (it) lietuvių kalba (lt) polski (pl) português (pt) română (ro) русский (ru) slovenčina (sk)

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Number of notes per page 5 10 15 20

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.

OK