Infinitely Divisible Statistical Experiments

von Helmut Strasser, Arnold Janssen, Hartmut Milbrodt

176 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Statistics
• Themen: Mathematik und Naturwissenschaften Mathematik Angewandte Mathematik
• ISBN: 9780387960555
• Sprache: Englisch
• Erscheinungsdatum: 06.05.1985
• Größe: 244 x 170 mm
• Verlag: Springer