| Description |
1 online resource (x, 276 pages .) |
|
text file |
| Series |
De Gruyter graduate
|
|
De Gruyter graduate.
|
| Bibliography |
Includes bibliographical references and index. |
| 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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Mathematical statistics -- Asymptotic theory.
|
|
Mathematical statistics -- Asymptotic theory. |
|
Asymptotic distribution (Probability theory)
|
|
Asymptotic distribution (Probability theory) |
| Genre/Form |
Electronic books.
|
| Other Form: |
Print version: Höpfner, R. (Reinhard), 1955- Asymptotic statistics. 9783110250244 3110250241 (DLC) 2013043505 |
| ISBN |
3110250284 (electronic book) |
|
9783110250282 (electronic book) |
|
9783110367782 |
|
3110367785 |
|
9783110250244 (paperback ; acid-free paper) |
|
3110250241 (paperback ; acid-free paper) |
|
