Properties of likelihood ratio for counting processes in parametric case (Q2739830)
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scientific article; zbMATH DE number 1646308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of likelihood ratio for counting processes in parametric case |
scientific article; zbMATH DE number 1646308 |
Statements
16 September 2001
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semimartingale decomposition
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local asymptotic normality
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Hellinger integral
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counting processes
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log-likelihood
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Properties of likelihood ratio for counting processes in parametric case (English)
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Properties of likelihood ratios for parametric families of stochastic experiments generated by counting processes are investigated. Semimartingale decompositions of the log-likelihood are derived which hold under very mild conditions. Local asymptotic normality and uniform upper bounds for the Hellinger integral are obtained.
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