Statistical inference across time scales

DOI10.1214/11-EJS660zbMath1274.62071arXiv1106.1031MaRDI QIDQ1952257

Céline Duval, Marc Hoffmann

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.1031

zbMATH Keywords

information loss; discretely observed random process; LAN property

Mathematics Subject Classification ID

62B15: Theory of statistical experiments

62M99: Inference from stochastic processes

62B10: Statistical aspects of information-theoretic topics

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