| Abstract [eng] |
In this work we consider class of marked point processes with continuously compensator of regular statistical experiments. There introduce random differentiation function to the probability in the normed space. Sufficient conditions to establish the local asymptotic normality (LAN) of the model are presented. Such conditions are obtained abstracted, so the question, then this conditions valid in the specific marked processes.In this work for example taken Poisson type marked process, this process intensity function of the parameter depends linearly. After detailed proof of the conditions, it was found, that this marked processes satisfied LAN conditions and allows normed likelihood function gain in the form of LAN with local marked martingale process. |
