On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
| Year of publication: |
2011
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|---|---|
| Authors: | Dachian, Sergueï ; Negri, Ilia |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 14.2011, 3, p. 255-271
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| Publisher: |
Springer |
| Subject: | Compound Poisson process | Non-regularity | Change-point | Limiting likelihood ratio process | Bayesian estimators | Maximum likelihood estimator | Limiting distribution | Limiting mean squared error | Asymptotic relative efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009325266