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Author Höpfner, R. (Reinhard), 1955- author

Title Asymptotic statistics : with a view to stochastic processes / Reinhard Höpfner
Published Berlin ; Boston : Walter de Gruyter GmbH, [2014]
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Description 1 online resource (x, 276 pages .)
Series De Gruyter graduate
De Gruyter graduate.
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
Summary 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
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Asymptotic distribution (Probability theory)
Mathematical statistics -- Asymptotic theory.
Form Electronic book
ISBN 3110250284 (electronic bk.)
3110367785
9783110250282 (electronic bk.)
9783110367782
(paperback;) (acid-free paper)
(paperback;) (acid-free paper)