Asymptotic inference for Markov step processes: Observation up to a random time-Reference-Cited by-同舟云学术

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Asymptotic inference for Markov step processes: Observation up to a random time

Published:1993-11 Issue:2 Volume:48 Page:295-310
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Höpfner Reinhard

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference32 articles.

1. Mesures invariantes des processus de Markov récurrents;Azéma,1969

2. Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes;Basawa;Ann. Statist.,1984

3. Asymptotic Optimal Inference for Nonergodic Models;Basawa,1983

4. Asymptotic inference when the amount of information is random;Davies,1985

5. On the Hellinger type distances for filtered experiments;Dzhaparidze;Probab. Theory Rel. Fields,1990

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