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.