The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance-Reference-Cited by-同舟云学术

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The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance

Published:1982-03 Issue:1 Volume:12 Page:123-135
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Akritas Michael G.,Johnson Richard A.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference20 articles.

1. Contiguity of Probability Measures Associated with Continuous Time Stochastic Processes;Akritas,1978

2. Asymptotic inference in Lévy processes of the discontinuous type;Akritas;Ann. Statist.,1981

3. Asymptotic expansion of the loglikelihood function based on stopping times defined on a Markov process;Akritas;Ann. Inst. Statist. Math.,1979

4. A strong limit theorem for Gaussian processes;Baxter,1956

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Approximations and time-discretization in testing one-sided hypotheses for the mean of a gaussian process;Metrika;1992-12

2. Testing one-sided hypotheses for the mean of a gaussian process;Metrika;1991-12

3. An asymptotic derivation of Neyman's C(α) test;Statistics & Probability Letters;1988-04

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