ASYMPTOTIC INFORMATION FOR PARAMETRIC-ESTIMATION FROM AN EQUILIBRIUM PARTICLE PROCESS

被引：2

作者：

PHELAN, MJ ^{[1
]}

机构：

[1] UNIV PENN,WHARTON SCH,DEPT STAT,PHILADELPHIA,PA 19104

来源：

STATISTICS & PROBABILITY LETTERS | 1995年 / 24卷 / 03期

基金：

美国国家科学基金会;

关键词：

BROWNIAN FLOWS; POISSON PROCESS; STATIONARY MARKOV PROCESS; ASYMPTOTIC INFORMATION;

D O I：

10.1016/0167-7152(94)00169-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider asymptotic parametric estimation from a particle process of birth and death on a Brownian flow. Whether for likelihood or quasi-likelihood estimators, we treat expressions of the asymptotic information in relation to a stationary law for the process. And when that law is specifically that of a Poisson random measure, we treat a computational formula for asymptotic information including Fisher's information for the maximum-likelihood estimator.

引用

页码：193 / 198

页数：6