On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961)
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scientific article; zbMATH DE number 5968834
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| English | On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios |
scientific article; zbMATH DE number 5968834 |
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On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (English)
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7 November 2011
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compound Poisson process
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non-regularity
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Bayesian estimators
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maximum likelihood estimator
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limiting distribution
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limiting mean squared error
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asymptotic relative efficiency
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0.9688090085983276
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0.9283191561698914
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0.7775856852531433
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0.7706440091133118
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0.7517964243888855
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