Information quantities in non-classical settings

DOI10.1016/0167-9473(91)90014-SzbMath0870.62005OpenAlexW2084178141MaRDI QIDQ2365194

Michael Sørensen, Ole Eiler Barndorff-Nielsen

Publication date: 23 September 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(91)90014-s

zbMATH Keywords

robustnessmartingalessemiparametric modelsestimating equationsexpected informationinformation quantitiesobserved profile informationrobust observed information

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models ⋮ Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient ⋮ Rényi Statistics in Directed Families of Exponential Experiments*

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