Asymptotic inference for Markov step processes: Observation up to a random time
type: Item
instance of: scholarly article
title: Asymptotic inference for Markov step processes: Observation up to a random time
zbMATH Open document ID: 0813.62074
DOI: 10.1016/0304-4149(93)90049-A
published in: Stochastic Processes and their Applications
publication date: 1994-02-17T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 493303
zbMATH Keywords: homogeneity assumption
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: LAMN
zbMATH Keywords: local asymptotic mixed normality
zbMATH Keywords: LAQ
zbMATH Keywords: local asymptotic quadraticity
zbMATH Keywords: convolution theorem
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: Markov step process
zbMATH Keywords: information processes
zbMATH Keywords: bounded stopping times
zbMATH Keywords: LAN
author: R. Höpfner
MaRDI profile type: Publication
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full work available at URL: 0304-4149(93)90049-a
OpenAlex ID: W2012066472
description: scientific article; zbMATH DE number 493303