Infinitely divisible statistical experiments

zbMath0566.62001MaRDI QIDQ1059339

Helmut Strasser, Hartmut Milbrodt, Arnold Janssen

Publication date: 1985

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

weak limitindependent incrementsLévy-Khintchine representationdiscontinuous densitieslog-likelihood processasymptotic statistical inferencebinary subexperimentscompound Poisson experimentsconcepts of Poisson experimentsGaussian shift approximationsHellinger transform of limit experimentsinfinitely divisible experimentslimits of products of independent infinitesimal experimentsnon- regular casestriangular arrays of infinitesimal experiments

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Theory of statistical experiments (62B15) Foundations and philosophical topics in statistics (62A01) Parametric inference (62F99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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