Adapted statistical experiments with random change of time

DOI10.1007/978-3-319-71504-9_43MaRDI QIDQ1699905zbMATH OpenOpenAlexFDO

Authors Peng Zhang

Publication date 26 February 2018

Full work available at URL https://doi.org/10.1007/978-3-319-71504-9_43

zbMATH Keywords

limit theoremspecial semimartingalestatistical experimentrandom change of timestatistic parameter estimationtriplet of characteristics

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Martingales with continuous parameter (60G44) Renewal theory (60K05)

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• Time-series estimation of the effects of natural experiments

Cited in

(2)

• Factorial Experiments with Time Trends
• Adapted statistical experiments

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