Adapted statistical experiments
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- 作者：Dmitri V. Koroliouk
- 关键词：Statistical experiment ; difference stochastic equation ; random change of time ; semimartingale representation ; predictable characteristics ; asymptotic representation
- 刊名：Journal of Mathematical Sciences
- 出版年：2017
- 出版时间：February 2017
- 年：2017
- 卷：220
- 期：5
- 页码：615-623
- 全文大小：
- 刊物类别：Mathematics and Statistics
- 刊物主题：Mathematics, general;
- 出版者：Springer US
- ISSN：1573-8795
- 卷排序：220
文摘
We study statistical experiments with a random change of time, which transforms a discrete stochastic basis in a continuous one. The adapted stochastic experiments are studied in continuous stochas-tic basis in the series scheme. The transition to limit by the series parameter generates an approximation of adapted statistical experiments by a diffusion process with evolution.