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 chainsOrnstein-Uhlenbeck processlinear modelsCox modelleast squares estimatorstrong consistencymodel identificationasymptotic inferencelaws of iterated logarithmNeyman-Pearson testasymptotic regular modelsconvexity hypothesisquasi-likelihood testsuniform convergence results

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15) Asymptotic properties of parametric tests (62F05)

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