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...

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Autor principal:	Vaidotas Kanišauskas
Format:	Artigo
Idioma:	Inglês
Publicat:	Vilnius University Press 2023-11-01
Col·lecció:	Lietuvos Matematikos Rinkinys
Matèries:	discrete or purely discontinuous local martingale local asymptotic normality compensator Fréchet differentiability
Accés en línia:	https://test.zurnalai.vu.lt/LMR/article/view/33592
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