Stability of the sufficient statistic the value of the observation in the last moment for a family of random processes with independent increments

DOI10.1007/BF01843556zbMath0548.62010MaRDI QIDQ799319

Nguen Kong Shi

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

independent incrementsobservation value in final momentPoisson spectrastability of sufficiency property

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Sufficient statistics and fields (62B05)

Cites Work

• Stability of solutions of functional equations connected with problems of characterizing probability distributions

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