Local asymptotic normality of statistical models of discrete martingales
We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out. The general conditions include the Fréchet differentiability of parameters in prob...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2023-11-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.journals.vu.lt/LMR/article/view/33592 |
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| _version_ | 1832593224648097792 |
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| author | Vaidotas Kanišauskas |
| author_facet | Vaidotas Kanišauskas |
| author_sort | Vaidotas Kanišauskas |
| collection | DOAJ |
| description |
We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out. The general conditions include the Fréchet differentiability of parameters in probability in normed spaces with regard to a continuous compensator.
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| format | Article |
| id | doaj-art-d1ac402ab6e24dd6a78029aea61467e6 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2023-11-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-d1ac402ab6e24dd6a78029aea61467e62025-01-20T18:14:59ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2023-11-0164B10.15388/LMD.2023.33592Local asymptotic normality of statistical models of discrete martingalesVaidotas Kanišauskas0Vilnius University, Šiauliai Academy We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out. The general conditions include the Fréchet differentiability of parameters in probability in normed spaces with regard to a continuous compensator. https://www.journals.vu.lt/LMR/article/view/33592discrete or purely discontinuous local martingalelocal asymptotic normalitycompensatorFréchet differentiability |
| spellingShingle | Vaidotas Kanišauskas Local asymptotic normality of statistical models of discrete martingales Lietuvos Matematikos Rinkinys discrete or purely discontinuous local martingale local asymptotic normality compensator Fréchet differentiability |
| title | Local asymptotic normality of statistical models of discrete martingales |
| title_full | Local asymptotic normality of statistical models of discrete martingales |
| title_fullStr | Local asymptotic normality of statistical models of discrete martingales |
| title_full_unstemmed | Local asymptotic normality of statistical models of discrete martingales |
| title_short | Local asymptotic normality of statistical models of discrete martingales |
| title_sort | local asymptotic normality of statistical models of discrete martingales |
| topic | discrete or purely discontinuous local martingale local asymptotic normality compensator Fréchet differentiability |
| url | https://www.journals.vu.lt/LMR/article/view/33592 |
| work_keys_str_mv | AT vaidotaskanisauskas localasymptoticnormalityofstatisticalmodelsofdiscretemartingales |