Treffer: Asymptotic behavior of M-estimator and related random field for diffusion process
Title:
Asymptotic behavior of M-estimator and related random field for diffusion process
Authors:
Source:
Annals of the Institute of Statistical Mathematics. 42(2):221-251
Publisher Information:
Dordrecht; Tokyo: Kluwer, 1990.
Publication Year:
1990
Physical Description:
print, 28 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Probabilités et statistiques, Probability and statistics, Statistiques, Statistics, Inférence à partir de processus stochastiques; analyse des séries temporelles, Inference from stochastic processes; time series analysis, Champ aléatoire, Random field, Campo aleatorio, Comportement asymptotique, Asymptotic behavior, Comportamiento asintótico, Convergence en loi, Convergence in law, Convergencia en ley, Estimation paramètre, Parameter estimation, Estimación parámetro, Modèle n dimensions, Multidimensional model, Modelo n dimensiones, Processus diffusion, Diffusion process, Proceso difusión, Estimateur M, M estimator, Mauvaise spécification, Misspecification
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Osaka univ., fac. eng. sci., dep. applied mathematics, Toyonaka Osaka 560, Japan
ISSN:
0020-3157
Rights:
Copyright 1991 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.19314834
Database:
PASCAL Archive
Weitere Informationen
The M-estimate which maximizes a positive stochastic process Q is treated for multidimensional diffusion models. The convergence in distribution of the process of ratio of Q's after normalizing is proved. The asymptotic behavior of M-estimates is stated. We present the asymptotic variance in general cases and in estimation by misspecified models.