The limiting log-likelihood process for discontinuous density families

DOI10.1007/BF00532591zbMath0525.62034OpenAlexW2042205571WikidataQ59255242 ScholiaQ59255242MaRDI QIDQ3038394

Georg Ch. Pflug

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532591

zbMATH Keywords

maximum likelihoodcompound Poisson processBayes estimatorslog-likelihood ratio processmaximum probabilitydiscontinuous density families

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (8)

Translation invariant statistical experiments with independent increments ⋮ Asymptotics for \(p\)-value based threshold estimation in regression settings ⋮ A threshold estimation problem for processes with hysteresis ⋮ On the weak convergence of likelihood ratio processes of general statistical parametric models ⋮ Posterior convergence and model estimation in Bayesian change-point problems ⋮ On multiple change-point estimation for Poisson process ⋮ On maximum likelihood estimators for a threshold autoregression ⋮ The statistical work of Lucien Le Cam.

Cites Work

• A statistically important Gaussian process
• A Combinatorial Lemma and Its Application to Probability Theory
• Local asymptotic minimax properties of Pitman estimates
• ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATES FOR SAMPLES WITH A DISCONTINUOUS DENSITY
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• Contiguity of Probability Measures
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