| Title |
Diskrečiųjų martingalų statistinių modelių lokalus asimptotinis normalumas / |
| Translation of Title |
Local asymptotic normality of statistical models of discrete martingales. |
| Authors |
Kanišauskas, Vaidotas |
| DOI |
10.15388/LMD.2023.33592 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys. Lietuvos matematikų draugijos darbai. Ser. B.. Vilnius : Vilniaus universiteto leidykla. 2023, t. 64, p. 30-40.. ISSN 0132-2818. eISSN 2335-898X |
| Keywords [eng] |
discrete or purely discontinuous local martingale ; local asymptotic normality ; compensator ; Fréchet differentiability |
| Abstract [eng] |
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. |
| Published |
Vilnius : Vilniaus universiteto leidykla |
| Type |
Journal article |
| Language |
Lithuanian |
| Publication date |
2023 |
| CC license |
|
