The efficiency criteria problem for stochastic processes

DOI10.1016/0304-4149(78)90053-4MaRDI QIDQ1248316zbMATH OpenOpenAlexFDO

Authors Paul D. Feigin

Publication date 1978

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(78)90053-4

Mathematics Subject Classification ID

Inference from stochastic processes (62M99)

Cites work

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• Contiguity of Probability Measures
• Efficient tests for branching processes
• Maximum likelihood estimation for continuous-time stochastic processes
• Maximum likelihood estimation for stochastic processes - a martingale approach
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• Remarks on efficiency in estimation for branching processes

Cited in

(5)

• Asymptotic theory of conditional inference for stochastic processes
• Asymptotically minimax tests of composite hypotheses for nonergodic type processes
• Asymptotic inference for stochastic processes
• A note on asymptotic inference in a class of non-stationary processes
• Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes

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