The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance

DOI10.1016/0047-259X(82)90087-2zbMath0526.62079OpenAlexW2024064928MaRDI QIDQ594514

Sumit K. Garg

Publication date: 1982

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(82)90087-2

zbMATH Keywords

Gaussian processescontinuous time stochastic processesknown covariancestationary diffusions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Asymptotic properties of parametric tests (62F05) Sufficiency and information (62B99)

Related Items (4)

An asymptotic derivation of Neyman's \(C(\alpha)\) test ⋮ Testing one-sided hypotheses for the mean of a Gaussian process ⋮ Approximations and time-discretization in testing one-sided hypotheses for the mean of a Gaussian process ⋮ Asymptotic statistical inference for a stochastic heat flow problem

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