Adapted statistical experiments

DOI10.1007/S10958-016-3204-4zbMath1422.62273OpenAlexW2562204771MaRDI QIDQ521109

Dmitri Vladimirovich Koroliouk

Publication date: 6 April 2017

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: http://dspace.nbuv.gov.ua/handle/123456789/140894

zbMATH Keywords

asymptotic representationstatistical experimentdifference stochastic equationpredictable characteristicsrandom change of timesemimartingale representation

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• Two component binary statistical experiments with persistent linear regression
• Poisson approximation of processes with locally independent increments and Markov switching
• Change of Time and Change of Measure

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