On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process

DOI10.1007/978-3-642-35588-2_4zbMath1300.62060OpenAlexW1527400689MaRDI QIDQ2930687

Sergueï Dachian, Ilia Negri

Publication date: 19 November 2014

Published in: Advances in Theoretical and Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-35588-2_4

zbMATH Keywords

asymptotic efficiencymaximum likelihood estimatorlimiting distributionchange-pointparametric estimationBayesian estimatorsnon-regularitylimiting varianceprobability and stochastic processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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