Statistique asymptotique presque-sûre de modèles statistiques convexes. (Almost sure asymptotic statistics for convex models)

zbMath0777.62089MaRDI QIDQ1813709

Rachid Senoussi

Publication date: 25 June 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_1_19_0

zbMATH Keywords

Markov chains; Ornstein-Uhlenbeck process; linear models; Cox model; least squares estimator; strong consistency; model identification; asymptotic inference; laws of iterated logarithm; Neyman-Pearson test; asymptotic regular models; convexity hypothesis; quasi-likelihood tests; uniform convergence results

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M09: Non-Markovian processes: estimation

62F10: Point estimation

62M05: Markov processes: estimation; hidden Markov models

60F15: Strong limit theorems

62F05: Asymptotic properties of parametric tests

Related Items

Misparametrization subsets for penalized least squares model selection, Residual-based specification of the random-effects distribution for cluster data, Residual-based specification of a hidden random field included in a hierarchical spatial model, On the underfitting and overfitting sets of models chosen by order selection criteria.