scientific article; zbMATH DE number 3872473

MaRDI QIDQ3339093zbMATH OpenFDO

Authors Ole E. Barndorff-Nielsen

Publication date 1984

zbMATH Keywords

asymptotic normalityconditional distributionBrownian motionmaximum likelihood estimatorexponential modelinverse Gaussian distributionnonergodic modelsaccuracy of the approximationarbitrary second order ancillary statisticbias corrected versionCurved exponential familiesdirected log likelihood ratio statisticintrinsic variates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20)

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