scientific article; zbMATH DE number 4119451

MaRDI QIDQ4733266zbMATH OpenFDO

Authors Priscilla Greenwood

Publication date 1988

zbMATH Keywords

filtrationHellinger processlimit behaviorpartially specified experimentpartially specified likelihood processsemimartingale

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)

Recommendations

• Partially specified filtered models and efficiency
• Information processes for semimartingale experiments
• scientific article; zbMATH DE number 1304726
• scientific article; zbMATH DE number 721878
• Filtered statistical models and Hellinger processes

Cited in

(7)

• Partial likelihood process and asymptotic normality
• Inference from censored Markov chains with applications to multiwave panel data
• Information processes for semimartingale experiments
• Efficiency of estimators for partially specified filtered models
• Partially specified filtered models and efficiency
• Efficient estimation in a nonlinear counting-process regression model
• scientific article; zbMATH DE number 721878 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4733266)