Regularity, partial regularity, partial information process, for a filtered statistical model

DOI10.1007/BF01208255zbMath0677.62001MaRDI QIDQ1123494

Jean Jacod

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

partial regularity; stochastic integrals; semi-parametric models; partial likelihood processes; regular model; complete information process; differentiability of characteristics; Fisher information process; generalization of Cramér-Rao inequality; partial information process; partial likelihoods; quasi- likelihood processes

Mathematics Subject Classification ID

62A01: Foundations and philosophical topics in statistics

62F99: Parametric inference

62B99: Sufficiency and information

Related Items

Differentiablity of point process models and asymptotic efficiency of differentiable functionals, Local asymptotic mixed normality for semimartingale experiments, Efficiency of estimators for partially specified filtered models

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