Asymptotic Statistical Methods for Stochastic Processes [1 ed.] 0821811835, 9780821811832

The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various s

310 105 2MB

English, Russian Pages 216 [234] Year 2001

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Asymptotic Statistical Methods for Stochastic Processes [1 ed.]
0821811835, 9780821811832

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Lin'kov
Ûrij Nikolaevič

Table of contents :
Content: Local densities of measures and limit theorems for stochastic processes Asymptotic distinguishing between simple hypotheses in the scheme of general statistical experiments Asymptotic behavior of the likelihood ratio in problems of distinguishing between simple hypotheses for semimartingales Asymptotic estimation of parameters Asymptotic information-theoretic problems in parameter estimation Bibliographical notes References Index.

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