A proof of the ineffectiveness of likelihood inference on singular measures

DOI10.1016/0167-7152(84)90052-XzbMATH Open0524.62004OpenAlexW1973473169MaRDI QIDQ584847FDOQ584847

Authors: Mauro Piccioni 

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90052-x

zbMATH Keywords

likelihood ratioabstract metric settingdiffusion term of stochastic differential equationmutually singular measures

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Foundations and philosophical topics in statistics (62A01) Sufficiency and information (62B99)

Cites Work

• Gaussian measures in Banach spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Continuous versions of Radon-Nikodym derivatives as likelihood ratios
• On the definition of likelihood in abstract spaces

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