Properties of likelihood ratio for counting processes in parametric case

zbMATH Open0970.62066MaRDI QIDQ2739830

Yu. N. Lin'kov, Oksana A. Nikolaeva

Publication date: 16 September 2001

Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

local asymptotic normalitylog-likelihoodcounting processessemimartingale decompositionHellinger integral

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

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