Partial likelihood process and asymptotic normality

DOI10.1016/0304-4149(87)90050-0zbMath0632.62088OpenAlexW2010981849MaRDI QIDQ1095545

Jean Jacod

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90050-0

zbMATH Keywords

asymptotic normalitypartial likelihoodnuisance parametersemimartingalelikelihood processbinary statistical experimentspartial Hellinger processpartial likelihood process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Martingales with continuous parameter (60G44)

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Cites Work

• Discussion of ``Impact of frequentist and Bayesian methods on survey sampling practice: a selective appraisal by J. N. K. Rao
• Calcul stochastique et problèmes de martingales
• Theory of partial likelihood
• Asymptotic methods in statistical decision theory
• Partial likelihood
• [https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]
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