Partial likelihood process and asymptotic normality

DOI10.1016/0304-4149(87)90050-0MaRDI QIDQ1095545zbMATH OpenOpenAlexFDO

Authors Jean Jacod

Publication date 1987

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(87)90050-0

zbMATH Keywords

asymptotic normalitypartial likelihoodsemimartingalenuisance parameterlikelihood processbinary statistical experimentspartial Hellinger processpartial likelihood process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Martingales with continuous parameter (60G44)

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Cites work

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• Discussion of ``Impact of frequentist and Bayesian methods on survey sampling practice: a selective appraisal by J. N. K. Rao
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Cited in

(16)

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• Approximations and limit theorems for likelihood ratio processes in the binary case
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• scientific article; zbMATH DE number 4153583 (Why is no real title available?)
• scientific article; zbMATH DE number 64539 (Why is no real title available?)
• On quasi likelihood for semimartingales
• Asymptotic inference for nearly unstable INAR(1) models
• Partial Likelihood Inference For Time Series Following Generalized Linear Models
• Regularity, partial regularity, partial information process, for a filtered statistical model
• Efficient estimation in a nonlinear counting-process regression model
• Beta autoregressive fractionally integrated moving average models
• Dual likelihood
• Efficiency of estimators for partially specified filtered models
• Theory of partial likelihood
• scientific article; zbMATH DE number 219318 (Why is no real title available?)

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