scientific article; zbMATH DE number 4115741

MaRDI QIDQ4730614zbMATH OpenFDO

Authors Jens Ledet Jensen

Publication date 1987

zbMATH Keywords

(2,1) curved exponential familiesasymptotic expansionsconditional expansionsinference in non-ergodic modelsmaximum likelihood estimatorOrnstein-Uhlenbeck processpure birth processsigned log likelihood ratio statisticsunconditional expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12)

Recommendations

• Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes
• Asymptotic theory of conditional inference for stochastic processes
• Asymptotic Expansion Under Degeneracy
• Large sample inference for conditional exponential families with applications to nonlinear time series
• Geometry of asymptotic inference for exponential family nonlinear models

Cited in

(5)

• Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete
• Curved exponential families of stochastic processes and their envelope families
• Asymptotic Expansion Under Degeneracy
• O. E. Barndorff-Nielsen's approximate conditional inference
• Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes

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