A proof of the ineffectiveness of likelihood inference on singular measures
type: Item
instance of: scholarly article
title: A proof of the ineffectiveness of likelihood inference on singular measures
zbMATH Open document ID: 0524.62004
DOI: 10.1016/0167-7152(84)90052-X
published in: Statistics \& Probability Letters
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 62B99
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 3831050
zbMATH Keywords: mutually singular measures
zbMATH Keywords: abstract metric setting
zbMATH Keywords: diffusion term of stochastic differential equation
zbMATH Keywords: likelihood ratio
author: Mauro Piccioni
MaRDI profile type: Publication
cites work: Q4086524
cites work: Q3870044
cites work: Gaussian measures in Banach spaces
cites work: Q5533878
cites work: On the definition of likelihood in abstract spaces
cites work: Continuous versions of Radon-Nikodym derivatives as likelihood ratios
full work available at URL: 0167-7152(84)90052-x
OpenAlex ID: W1973473169
description: scientific article; zbMATH DE number 3831050