Asymptotic theory of conditional inference for stochastic processes (Q1087283)
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scientific article; zbMATH DE number 3988543
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| English | Asymptotic theory of conditional inference for stochastic processes |
scientific article; zbMATH DE number 3988543 |
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Asymptotic theory of conditional inference for stochastic processes (English)
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1986
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This paper develops an approach to conditional inference for nonergodic stochastic process models by considering asymptotic properties. The context for most of the analysis is that of \textit{L. Le Cam}'s local asymptotic theory [Proc. 6th Berkeley Sympos. Math. Statist. Probab., Univ. Calif. 1970, 1, 245-261 (1972; Zbl 0271.62004)], in particular, the locally asymptotically mixed normal (LAMN) situation. An attempt has been made to evaluate local asymptotic properties of global procedures.
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decision theoretic conditionality
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approximate ancillarity
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local ancillarity
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asymptotic conditional risk
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conditional inference
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nonergodic stochastic process
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local asymptotic theory
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locally asymptotically mixed normal
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LAMN
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0.8258370161056519
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0.8140328526496887
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0.7920008897781372
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