Asymptotic statistics: with a view to stochastic processes
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin ; Boston
Walter de Gruyter GmbH
[2014]
|
Schriftenreihe: | De Gruyter graduate
|
Schlagworte: | |
Online-Zugang: | FAW01 FAW02 |
Beschreibung: | Print version record |
Beschreibung: | 1 online resource (x, 276 pages .) |
ISBN: | 3110250284 9783110250282 9783110367782 3110367785 9783110250244 3110250241 |
Internformat
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100 | 1 | |a Höpfner, R. |d 1955- |e Verfasser |4 aut | |
245 | 1 | 0 | |a Asymptotic statistics |b with a view to stochastic processes |c Reinhard Höpfner |
264 | 1 | |a Berlin ; Boston |b Walter de Gruyter GmbH |c [2014] | |
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505 | 8 | |a 4 L2-differentiable Statistical Models4.1 Lr -differentiable Statistical Models; 4.2 Le Cam's Second Lemma for i.i.d. Observations; 5 Gaussian Shift Models; 5.1 Gaussian Shift Experiments; 5.2 Brownian Motion with Unknown Drift as a Gaussian Shift Experiment; 6 Quadratic Experiments and Mixed Normal Experiments; 6.1 Quadratic and Mixed Normal Experiments; 6.2 Likelihood Ratio Processes in Diffusion Models; 6.3 Time Changes for Brownian Motion with Unknown Drift; 7 Local Asymptotics of Type LAN, LAMN, LAQ; 7.1 Local Asymptotics of Type LAN, LAMN, LAQ. | |
505 | 8 | |a 7.2 Asymptotic optimality of estimators in the LAN or LAMN setting7.3 Le Cam's One-step Modification of Estimators; 7.4 The Case of i.i.d. Observations; 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ; 8.1 Ornstein-Uhlenbeck Process with Unknown Parameter Observed over a Long Time Interval; 8.2 A Null Recurrent DiffusionModel; 8.3 Some Further Remarks; Appendix; 9.1 Convergence of Martingales; 9.2 Harris RecurrentMarkov Processes; 9.3 Checking the Harris Condition; 9.4 One-dimensional Diffusions; Bibliography; Index | |
505 | 8 | |a Thistextbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes | |
650 | 4 | |a Asymptotic distribution (Probability theory) | |
650 | 4 | |a Mathematical statistics / Asymptotic theory | |
650 | 4 | |a Mathematical statistics | |
650 | 4 | |a Probabilities | |
650 | 7 | |a MATHEMATICS / Applied |2 bisacsh | |
650 | 7 | |a MATHEMATICS / Probability & Statistics / General |2 bisacsh | |
650 | 7 | |a Asymptotic distribution (Probability theory) |2 fast | |
650 | 7 | |a Mathematical statistics / Asymptotic theory |2 fast | |
650 | 4 | |a Mathematical statistics |x Asymptotic theory |a Asymptotic distribution (Probability theory) | |
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Datensatz im Suchindex
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---|---|
any_adam_object | |
author | Höpfner, R. 1955- |
author_facet | Höpfner, R. 1955- |
author_role | aut |
author_sort | Höpfner, R. 1955- |
author_variant | r h rh |
building | Verbundindex |
bvnumber | BV043958247 |
collection | ZDB-4-EBA |
contents | 4 L2-differentiable Statistical Models4.1 Lr -differentiable Statistical Models; 4.2 Le Cam's Second Lemma for i.i.d. Observations; 5 Gaussian Shift Models; 5.1 Gaussian Shift Experiments; 5.2 Brownian Motion with Unknown Drift as a Gaussian Shift Experiment; 6 Quadratic Experiments and Mixed Normal Experiments; 6.1 Quadratic and Mixed Normal Experiments; 6.2 Likelihood Ratio Processes in Diffusion Models; 6.3 Time Changes for Brownian Motion with Unknown Drift; 7 Local Asymptotics of Type LAN, LAMN, LAQ; 7.1 Local Asymptotics of Type LAN, LAMN, LAQ. 7.2 Asymptotic optimality of estimators in the LAN or LAMN setting7.3 Le Cam's One-step Modification of Estimators; 7.4 The Case of i.i.d. Observations; 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ; 8.1 Ornstein-Uhlenbeck Process with Unknown Parameter Observed over a Long Time Interval; 8.2 A Null Recurrent DiffusionModel; 8.3 Some Further Remarks; Appendix; 9.1 Convergence of Martingales; 9.2 Harris RecurrentMarkov Processes; 9.3 Checking the Harris Condition; 9.4 One-dimensional Diffusions; Bibliography; Index Thistextbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes |
ctrlnum | (ZDB-4-EBA)ocn880229029 (OCoLC)880229029 (DE-599)BVBBV043958247 |
dewey-full | 519.6/23 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.6/23 |
dewey-search | 519.6/23 |
dewey-sort | 3519.6 223 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
format | Electronic eBook |
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id | DE-604.BV043958247 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:39:44Z |
institution | BVB |
isbn | 3110250284 9783110250282 9783110367782 3110367785 9783110250244 3110250241 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029366951 |
oclc_num | 880229029 |
open_access_boolean | |
owner | DE-1047 DE-1046 |
owner_facet | DE-1047 DE-1046 |
physical | 1 online resource (x, 276 pages .) |
psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
publishDate | 2014 |
publishDateSearch | 2014 |
publishDateSort | 2014 |
publisher | Walter de Gruyter GmbH |
record_format | marc |
series2 | De Gruyter graduate |
spelling | Höpfner, R. 1955- Verfasser aut Asymptotic statistics with a view to stochastic processes Reinhard Höpfner Berlin ; Boston Walter de Gruyter GmbH [2014] 1 online resource (x, 276 pages .) txt rdacontent c rdamedia cr rdacarrier De Gruyter graduate Print version record 4 L2-differentiable Statistical Models4.1 Lr -differentiable Statistical Models; 4.2 Le Cam's Second Lemma for i.i.d. Observations; 5 Gaussian Shift Models; 5.1 Gaussian Shift Experiments; 5.2 Brownian Motion with Unknown Drift as a Gaussian Shift Experiment; 6 Quadratic Experiments and Mixed Normal Experiments; 6.1 Quadratic and Mixed Normal Experiments; 6.2 Likelihood Ratio Processes in Diffusion Models; 6.3 Time Changes for Brownian Motion with Unknown Drift; 7 Local Asymptotics of Type LAN, LAMN, LAQ; 7.1 Local Asymptotics of Type LAN, LAMN, LAQ. 7.2 Asymptotic optimality of estimators in the LAN or LAMN setting7.3 Le Cam's One-step Modification of Estimators; 7.4 The Case of i.i.d. Observations; 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ; 8.1 Ornstein-Uhlenbeck Process with Unknown Parameter Observed over a Long Time Interval; 8.2 A Null Recurrent DiffusionModel; 8.3 Some Further Remarks; Appendix; 9.1 Convergence of Martingales; 9.2 Harris RecurrentMarkov Processes; 9.3 Checking the Harris Condition; 9.4 One-dimensional Diffusions; Bibliography; Index Thistextbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes Asymptotic distribution (Probability theory) Mathematical statistics / Asymptotic theory Mathematical statistics Probabilities MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Asymptotic distribution (Probability theory) fast Mathematical statistics / Asymptotic theory fast Mathematical statistics Asymptotic theory Asymptotic distribution (Probability theory) Asymptotische Statistik (DE-588)4203167-9 gnd rswk-swf Asymptotische Statistik (DE-588)4203167-9 s 1\p DE-604 Erscheint auch als Druck-Ausgabe Höpfner, R (Reinhard), 1955-. Asymptotic statistics 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Höpfner, R. 1955- Asymptotic statistics with a view to stochastic processes 4 L2-differentiable Statistical Models4.1 Lr -differentiable Statistical Models; 4.2 Le Cam's Second Lemma for i.i.d. Observations; 5 Gaussian Shift Models; 5.1 Gaussian Shift Experiments; 5.2 Brownian Motion with Unknown Drift as a Gaussian Shift Experiment; 6 Quadratic Experiments and Mixed Normal Experiments; 6.1 Quadratic and Mixed Normal Experiments; 6.2 Likelihood Ratio Processes in Diffusion Models; 6.3 Time Changes for Brownian Motion with Unknown Drift; 7 Local Asymptotics of Type LAN, LAMN, LAQ; 7.1 Local Asymptotics of Type LAN, LAMN, LAQ. 7.2 Asymptotic optimality of estimators in the LAN or LAMN setting7.3 Le Cam's One-step Modification of Estimators; 7.4 The Case of i.i.d. Observations; 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ; 8.1 Ornstein-Uhlenbeck Process with Unknown Parameter Observed over a Long Time Interval; 8.2 A Null Recurrent DiffusionModel; 8.3 Some Further Remarks; Appendix; 9.1 Convergence of Martingales; 9.2 Harris RecurrentMarkov Processes; 9.3 Checking the Harris Condition; 9.4 One-dimensional Diffusions; Bibliography; Index Thistextbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes Asymptotic distribution (Probability theory) Mathematical statistics / Asymptotic theory Mathematical statistics Probabilities MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Asymptotic distribution (Probability theory) fast Mathematical statistics / Asymptotic theory fast Mathematical statistics Asymptotic theory Asymptotic distribution (Probability theory) 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 | Asymptotic distribution (Probability theory) Mathematical statistics / Asymptotic theory Mathematical statistics Probabilities MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Asymptotic distribution (Probability theory) fast Mathematical statistics / Asymptotic theory fast Mathematical statistics Asymptotic theory Asymptotic distribution (Probability theory) Asymptotische Statistik (DE-588)4203167-9 gnd |
topic_facet | Asymptotic distribution (Probability theory) Mathematical statistics / Asymptotic theory Mathematical statistics Probabilities MATHEMATICS / Applied MATHEMATICS / Probability & Statistics / General Mathematical statistics Asymptotic theory Asymptotic distribution (Probability theory) Asymptotische Statistik |
work_keys_str_mv | AT hopfnerr asymptoticstatisticswithaviewtostochasticprocesses |