A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes

DOI10.2307/1403550zbMath0828.62078OpenAlexW2333483002MaRDI QIDQ4850143

Michael Sørensen, Ole Eiler Barndorff-Nielsen

Publication date: 2 January 1996

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403550

zbMATH Keywords

confidence regionsreviewscore functionsinformation matricesmartingale propertiesasymptotic likelihood theoryhigher order likelihood quantitiesmodel robust proceduresrobust measure of information

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

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