Properties of the likelihood ratio for counting processes in the problem of estimation of unknown parameters (Q2722156)
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scientific article; zbMATH DE number 1617397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of the likelihood ratio for counting processes in the problem of estimation of unknown parameters |
scientific article; zbMATH DE number 1617397 |
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11 July 2001
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counting processes
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likelihood ratios
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estimation of unknown parameters
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Properties of the likelihood ratio for counting processes in the problem of estimation of unknown parameters (English)
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Properties of the likelihood ratio for parametric families of experiments generated by observations of counting processes the compensator of which, generally speaking, can be discontinuous, are considered. Semimartingale expansions for logarithms of likelihood ratios are used. Some properties of the likelihood ratio are obtained in terms of Hellinger processes. The asymptotic decomposition of the logarithm of the likelihood ratio for counting processes in the case of similar hypotheses is obtained. Properties of the normed likelihood ratio in the problem of estimation of an unknown parameter are established.
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