Translation invariant statistical experiments with independent increments

DOI10.1007/s11203-018-9179-7zbMath1403.62012OpenAlexW2793555528MaRDI QIDQ1656850

Y. Aharonov

Publication date: 10 August 2018

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-018-9179-7

zbMATH Keywords

Lévy processstochastic exponentialPitman estimatorcomparison of experimentsHellinger integralconvergence of experimentsexperiment with independent incrementsLévy-Khintchine triplettranslation invariant experiment

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Theory of statistical experiments (62B15)

Related Items (1)

Approximation of supremum of max-stable stationary processes \& Pickands constants

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