| Title:
|
Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes (English) |
| Author:
|
Liese, Friedrich |
| Author:
|
Wienke, Andreas |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
31 |
| Issue:
|
5 |
| Year:
|
1995 |
| Pages:
|
489-507 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60J65 |
| MSC:
|
62F12 |
| MSC:
|
62M05 |
| idZBL:
|
Zbl 0858.62071 |
| idMR:
|
MR1361310 |
| . |
| Date available:
|
2009-09-24T18:57:52Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124776 |
| . |
| Reference:
|
[1] K. Dzhaparidze, E. Valkeila: On the Hellinger type distances for filtered experiments.Probab. Theory Related Fields 85 (1990), 105-117. Zbl 0671.60044, MR 1044303 |
| Reference:
|
[2] I. A. Ibragimov, R. Z. Hasminskij: Asymptotic Estimation Theory.(in Russian). Nauka, Moscow 1979. |
| Reference:
|
[3] J. Jacod: Random Sampling in Estimation Problems for Continuous Gaussian Processes with Independent Increments.Preprint No. 57 Laboratoire de Probabiltes de l' Universite Paris V. Zbl 0806.62065, MR 1200407 |
| Reference:
|
[4] F. Liese, I. Vajda: Convex Statistical Distances.Teubner-Verlag, Leipzig 1987. Zbl 0656.62004, MR 0926905 |
| Reference:
|
[5] F. Liese, A. Wienke: Asymptotische Normalitat von Maximum-Likelihood- Schatzern in inhomogenen Wienerprozessen.Rostock. Math. Kolloq. 47 (1994), 31-48. MR 1304868 |
| Reference:
|
[6] T. Pfaff: Quick consistency of quasi maximum likelihood estimators.Ann. Math. Statist. 10 (1982), 3, 900-1005. Zbl 0499.62033, MR 0663450 |
| Reference:
|
[7] A. Renyi: Wahrscheinlichkeitsrechnung mit einem Anhang über Informationstheorie.VEB Deutscher Verlag der Wissenschaften, Berlin 1977. Zbl 0396.60001, MR 0474442 |
| . |
