scientific article; zbMATH DE number 3872473

zbMATH Open0547.62018MaRDI QIDQ3339093FDOQ3339093

Authors: Ole E. Barndorff-Nielsen 

Publication date: 1984

Title of this publication is not available (Why is that?)

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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)

Cited In (8)

• Title not available (Why is that?)
• Link functions for parameters of sequential order statistics and curved exponential families
• The Expectation of the Likelihood Ratio Criterion
• Exponential families of stochastic processes and Lévy processes
• Conjugate priors for exponential-type processes
• Some perspectives on inference in high dimensions
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• Flat and multimodal likelihoods and model lack of fit in curved exponential families

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