Convergence of filtered statistical models and Hellinger processes

DOI10.1016/0304-4149(89)90053-7zbMath0684.60030OpenAlexW2095021918MaRDI QIDQ1825515

Jean Jacod

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90053-7

zbMATH Keywords

weak convergenceHellinger processesPoisson experimentsfiltered statistical experimentGaussian shift experiments

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes (62M99) Convergence of probability measures (60B10)

Related Items (8)

Information processes for semimartingale experiments ⋮ Asymptotic mixed normality and hellinger processes ⋮ On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models ⋮ When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes ⋮ Volatility estimators for discretely sampled Lévy processes ⋮ Filtered statistical models and Hellinger processes ⋮ Local asymptotic normality and mixed normality for Markov statistical models ⋮ Asymptotic inference for Markov step processes: Observation up to a random time

Cites Work

• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Asymptotic methods in statistical decision theory
• Filtered statistical models and Hellinger processes
• On the weak convergence of likelihood ratio processes of general statistical parametric models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Convergence of filtered statistical models and Hellinger processes