Adapted statistical experiments with random change of time
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Publication:1699905
DOI10.1007/978-3-319-71504-9_43zbMath1388.62005MaRDI QIDQ1699905
Publication date: 26 February 2018
Full work available at URL: https://doi.org/10.1007/978-3-319-71504-9_43
limit theorem; special semimartingale; statistical experiment; random change of time; statistic parameter estimation; triplet of characteristics
62B15: Theory of statistical experiments
60G44: Martingales with continuous parameter
60K05: Renewal theory