E-Book, Englisch, Band 27, 164 Seiten, eBook
Reihe: Lecture Notes in Statistics
Janssen / Milbrodt / Strasser Infinitely Divisible Statistical Experiments
1985
ISBN: 978-1-4615-7261-9
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, Band 27, 164 Seiten, eBook
Reihe: Lecture Notes in Statistics
ISBN: 978-1-4615-7261-9
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
I. Limits of Triangular Arrays of Experiments.- 1. Basic Concepts.- 2. Gaussian Experiments.- 3. Introduction to Poisson Experiments.- 4. Convergence of Poisson Experiments.- 5. Convergence of Triangular Arrays.- 6. Identification of Limit Experiments.- II. The Lévy-Khintchine Formula for Infinitely Divisible Experiments.- 7. Preliminaries.- 8. Infinitely Divisible Probability Measures.- 9. The Lévy-Khintchine Formula for Standard Measures.- 10. The Lévy-Khintchine Formula for Arbitrary Regular Infinitely Divisible Statistical Experiments.- III. Representation of Poisson Experiments.- 11. Generalized Poisson Processes.- 12. Standard Poisson Experiments.- IV. Statistical Experiments with Independent Increments.- 13. Preliminaries.- 14. Experiments with Independent Increments.- 15. Existence and Construction of Experiments with Independent Increments.- 16. Infinitely Divisible Experiments with Independent Increments.- 17. Weak Convergence of Triangular Arrays to Experiments with Independent Increments.- 18. The Likelihood Process.- 19. Application to Densities with Jumps.- List of Symbols.- Author Index.
