Statistical inference across time scales

DOI10.1214/11-EJS660zbMath1274.62071arXiv1106.1031MaRDI QIDQ1952257

Céline Duval, Marc Hoffmann

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.1031

zbMATH Keywords

information lossdiscretely observed random processLAN property

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Inference from stochastic processes (62M99) Statistical aspects of information-theoretic topics (62B10)

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