Regularity, partial regularity, partial information process, for a filtered statistical model
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Publication:1123494
DOI10.1007/BF01208255zbMath0677.62001MaRDI QIDQ1123494
Publication date: 1990
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
partial regularity; stochastic integrals; semi-parametric models; partial likelihood processes; regular model; complete information process; differentiability of characteristics; Fisher information process; generalization of Cramér-Rao inequality; partial information process; partial likelihoods; quasi- likelihood processes
62A01: Foundations and philosophical topics in statistics
62F99: Parametric inference
62B99: Sufficiency and information
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Differentiablity of point process models and asymptotic efficiency of differentiable functionals, Local asymptotic mixed normality for semimartingale experiments, Efficiency of estimators for partially specified filtered models
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