Local asymptotic normality of statistical models of discrete martingales
We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out. The general conditions include the Fréchet differentiability of parameters in prob...
保存先:
| 第一著者: | |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Vilnius University Press
2023-11-01
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| シリーズ: | Lietuvos Matematikos Rinkinys |
| 主題: | |
| オンライン･アクセス: | https://test.zurnalai.vu.lt/LMR/article/view/33592 |
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