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

MaRDI QIDQ1813709zbMATH OpenFDO

Authors R. 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, https://eudml.org/doc/77371

zbMATH Keywords

asymptotic inferenceasymptotic regular modelsconvexity hypothesisCox modellaws of iterated logarithmleast squares estimatorlinear modelsMarkov chainsmodel identificationNeyman-Pearson testOrnstein-Uhlenbeck processquasi-likelihood testsstrong consistencyuniform convergence results

Mathematics Subject Classification ID

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

Recommendations

• Problème d'identification dans le modèle de Cox. (Identification problem for the Cox's model)
• scientific article; zbMATH DE number 937431
• On asymptotically optimal estimates for general observations

Cited in

(5)

• 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.
• scientific article; zbMATH DE number 18119 (Why is no real title available?)
• Misparametrization subsets for penalized least squares model selection
• Residual-based specification of the random-effects distribution for cluster data

This page was built for publication: Statistique asymptotique presque-sûre de modèles statistiques convexes. (Almost sure asymptotic statistics for convex models)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1813709)