A proof of the ineffectiveness of likelihood inference on singular measures

DOI10.1016/0167-7152(84)90052-XzbMath0524.62004OpenAlexW1973473169MaRDI QIDQ584847

Mauro Piccioni

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90052-x

zbMATH Keywords

likelihood ratioabstract metric settingdiffusion term of stochastic differential equationmutually singular measures

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Markov processes: estimation; hidden Markov models (62M05) Sufficiency and information (62B99)

Cites Work

• On the definition of likelihood in abstract spaces
• Continuous versions of Radon-Nikodym derivatives as likelihood ratios
• Gaussian measures in Banach spaces
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