Sur le processus de vraisemblance partielle

Jean Jacod

Annales de l'I.H.P. Probabilités et statistiques (1990)

  • Volume: 26, Issue: 2, page 299-329
  • ISSN: 0246-0203

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Jacod, Jean. "Sur le processus de vraisemblance partielle." Annales de l'I.H.P. Probabilités et statistiques 26.2 (1990): 299-329. <http://eudml.org/doc/77381>.

@article{Jacod1990,
author = {Jacod, Jean},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {partial likelihood processes; semimartingales; invariance properties; asymptotic normality},
language = {fre},
number = {2},
pages = {299-329},
publisher = {Gauthier-Villars},
title = {Sur le processus de vraisemblance partielle},
url = {http://eudml.org/doc/77381},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Jacod, Jean
TI - Sur le processus de vraisemblance partielle
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1990
PB - Gauthier-Villars
VL - 26
IS - 2
SP - 299
EP - 329
LA - fre
KW - partial likelihood processes; semimartingales; invariance properties; asymptotic normality
UR - http://eudml.org/doc/77381
ER -

References

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  6. [6] R. Gill, Note on product integration, likelihood and partial likelihood for counting processes, Techn. Report, CWI, Amsterdam, 1985. 
  7. [7] V.P. Godambe et C.C. Heyde, Quasi-likelihood and optimal estimation, Intern. Stat. Rev., vol. 55, 1987, p. 231-244. Zbl0671.62007MR963141
  8. [8] J.E. Hutton et P.I. Nelson, Quasi-likelihood estimation for semimartingales, Stoch. Proc. Appl., vol. 22, 1986, p. 245-257. Zbl0616.62113MR860935
  9. [9] J. Jacod, Calcul stochastique et problèmes de martingales, Lect. Notes Math., vol. 714, 1979, Springer-Verlag, Berlin. Zbl0414.60053MR542115
  10. [10] J. Jacod, Partial likelihood process and asymptotic normality, Stoch. Proc. Appl., vol. 26, 1987, p. 47-71. Zbl0632.62088MR917246
  11. [11] J. Jacod, Filtered statistical models and Hellinger processes, Stoch. Proc. Appl., vol. 32, 1989, p. 3-45. Zbl0684.60031MR1008907
  12. [12] J. Jacod, Regularity, partial regularity, partial information process, for a filtered statistical model, Probab., Theor. Rel. Fields, 1990 (à paraître). Zbl0677.62001MR1069284
  13. [13] J. Jacod et A.N. Shiryaev, Limit theorems for stochastic processes, Springer-Verlag, Berlin, 1987. Zbl0635.60021MR959133
  14. [14] E. Slud, Martingale methods in Statistics, 1986 (à paraître). 
  15. [15] E. Slud, Partial likelihood for continuous-time stochastic processes, 1989, preprint. Zbl0811.62093MR1173593
  16. [16] M. Sorensen, On quasi likelihood for semimartingales, Research report, n° 171, Univ. of Aarhu, 1988. 
  17. [17] W. Wong, Theory of partial likelihoods, Ann. Stat., vol. 14, 1986, p. 88-123. Zbl0603.62032

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