Asymptotic statistics. With a view to stochastic processes

DOI10.1515/9783110250282zbMath1306.62013OpenAlexW4256040896MaRDI QIDQ455033

Reinhard Hoepfner

Publication date: 4 October 2012

Published in: De Gruyter Textbook (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110250282

zbMATH Keywords

weak convergencecontiguitylog-likelihood ratioGaussian shift modelmixed normal experimentstatistical experiment

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Diffusion processes (60J60) Inference from stochastic processes (62Mxx)

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