Asymptotic statistics: with a view to stochastic processes
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin ; Boston
De Gruyter
[2014]
|
| Series: | de Gruyter Graduate
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 276 Seiten |
| ISBN: | 9783110250244 9783110250282 |
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MARC
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| 100 | 1 | |a Höpfner, Reinhard |d 1955- |0 (DE-588)141261765 |4 aut | |
| 245 | 1 | 0 | |a Asymptotic statistics |b with a view to stochastic processes |c Reinhard Höpfner |
| 264 | 1 | |a Berlin ; Boston |b De Gruyter |c [2014] | |
| 264 | 4 | |c © 2014 | |
| 300 | |a X, 276 Seiten | ||
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Record in the Search Index
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| adam_text |
Contents
Preface
vii
1
Score and Information
1
1.1
Score, Information, Information Bounds
. 2
1.2
Estimator Sequences, Asymptotics
ofinformation
Bounds
. 15
1.3
Heuristics on Maximum Likelihood Estimator Sequences
. 23
1.4
Consistency of ML Estimators via
Hellinger
Distances
. 30
2
Minimum Distance Estimators
42
2.1
Stochastic Processes with Paths in LP{T,
Τ, μ)
. 43
2.2
Minimum Distance Estimator Sequences
. 55
2.3
Some Comments on Gaussian Processes
. 68
2.4
Asymptotic Normality for Minimum Distance Estimator Sequences
. 75
3
Contiguity
85
3.1
Le
Cam's First and Third Lemma
. 86
3.2
Proofs for Section
3.1
and some Variants
. 92
4
ZAdifferentiable Statistical Models
108
4.1
Z/-differentiable Statistical Models
.109
4.2
Le
Cam's Second Lemma for i.i.d. Observations
.119
5
Gaussian Shift Models
127
5.1
Gaussian Shift Experiments
.127
5.2
*Brownian Motion with Unknown Drift as a Gaussian Shift
Experiment
.141
6
Quadratic Experiments and Mixed Normal Experiments
148
6.1
Quadratic and Mixed Normal Experiments
. 148
6.2
*Likelihood Ratio Processes in Diffusion Models
. 160
6.3
Time Changes for Brownian Motion with Unknown Drift
. 168
x
Contents
7
Local Asymptotics of type LAN, LAMN, LAQ
178
7.1
Local Asymptotics of Type LAN, LAMN, LAQ
.179
7.2
Asymptotic
optimali
ty
of estimators in the LAN or LAMN setting
. 191
7.3
Le
Cam's One-step Modification of Estimators
.200
7.4
The Case of i.i.d. Observations
.206
8
'Some Stochastic Process Examples for Local Asymptotics of type
LAN, LAMN and LAQ
212
8.1
*Ornstein-Uhlenbeck Process with Unknown Parameter Observed
over a Long Time Interval
.213
8.2
*A Null Recurrent Diffusion Model
.227
8.3
*Some Further Remarks
.240
•Appendix
243
9.1
"'Convergence of Martingales
.244
9.2
'"Harris Recurrent Markov Processes
.247
9.3
*Checking the Harris Condition
.253
9.4 *
One-dimensional Diffusions
.258
Bibliography
267
Index
275 |
| any_adam_object | 1 |
| author | Höpfner, Reinhard 1955- |
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| author_facet | Höpfner, Reinhard 1955- |
| author_role | aut |
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| author_variant | r h rh |
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| bvnumber | BV040301806 |
| classification_rvk | SK 820 SK 830 |
| classification_tum | MAT 634f MAT 625f |
| ctrlnum | (OCoLC)801802032 (DE-599)DNB1022139827 |
| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV040301806 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-20T05:31:25Z |
| institution | BVB |
| isbn | 9783110250244 9783110250282 |
| language | English |
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| physical | X, 276 Seiten |
| publishDate | 2014 |
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| spelling | Höpfner, Reinhard 1955- (DE-588)141261765 aut Asymptotic statistics with a view to stochastic processes Reinhard Höpfner Berlin ; Boston De Gruyter [2014] © 2014 X, 276 Seiten txt rdacontent n rdamedia nc rdacarrier de Gruyter Graduate Asymptotische Statistik (DE-588)4203167-9 gnd rswk-swf Asymptotische Statistik (DE-588)4203167-9 s DE-604 Erscheint auch als Online-Ausgabe 978-3-11-025028-2 Digitalisierung UB Passau - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025156823&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Höpfner, Reinhard 1955- Asymptotic statistics with a view to stochastic processes Asymptotische Statistik (DE-588)4203167-9 gnd |
| subject_GND | (DE-588)4203167-9 |
| title | Asymptotic statistics with a view to stochastic processes |
| title_auth | Asymptotic statistics with a view to stochastic processes |
| title_exact_search | Asymptotic statistics with a view to stochastic processes |
| title_full | Asymptotic statistics with a view to stochastic processes Reinhard Höpfner |
| title_fullStr | Asymptotic statistics with a view to stochastic processes Reinhard Höpfner |
| title_full_unstemmed | Asymptotic statistics with a view to stochastic processes Reinhard Höpfner |
| title_short | Asymptotic statistics |
| title_sort | asymptotic statistics with a view to stochastic processes |
| title_sub | with a view to stochastic processes |
| topic | Asymptotische Statistik (DE-588)4203167-9 gnd |
| topic_facet | Asymptotische Statistik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025156823&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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