The distribution of the likelihood ratio for additive processes

DOI10.1016/0047-259X(78)90074-XzbMath0385.60016MaRDI QIDQ1249379

William N. Hudson, Howard G. Tucker, Patrick L. Brockett

Publication date: 1978

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inference from stochastic processes (62M99) Stochastic processes (60G99)

Related Items (3)

State estimation for Cox processes on general spaces ⋮ Asymptotic theory for estimating the parameters of a Levy process ⋮ Variational sums and generalized linear processes

Cites Work

• A conditional dichotomy theorem for stochastic processes with independent increments
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