Sur le processus de vraisemblance partielle. (On the partial likelihood process)

zbMath0727.60037MaRDI QIDQ803639

Jean Jacod

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_2_299_0

zbMATH Keywords

asymptotic normalitysemimartingalesinvariance propertiespartial likelihood processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Inference from stochastic processes (62M99) Foundations of stochastic processes (60G05)

Related Items (3)

Efficiency of estimators for partially specified filtered models ⋮ Regularity, partial regularity, partial information process, for a filtered statistical model ⋮ Beta autoregressive fractionally integrated moving average models

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