Matches in SemOpenAlex for { <https://semopenalex.org/work/W4308277923> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W4308277923 abstract "Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an exponential functional of a two-sided Poisson process driven by some parameter, while the second one is an exponential functional of a two-sided Brownian motion. We establish that for sufficiently small values of the parameter, the Poisson type likelihood ratio can be approximated by the Brownian type one. As a consequence, several statistically interesting quantities (such as limiting variances of different estimators) related to the first likelihood ratio can also be approximated by those related to the second one. Finally, we discuss the asymptotics of the large values of the parameter and illustrate the results by numerical simulations." @default.
- W4308277923 created "2022-11-10" @default.
- W4308277923 creator A5087684509 @default.
- W4308277923 date "2009-07-02" @default.
- W4308277923 modified "2023-10-16" @default.
- W4308277923 title "On Limiting Likelihood Ratio Processes of some Change-Point Type Statistical Models" @default.
- W4308277923 doi "https://doi.org/10.48550/arxiv.0907.0440" @default.
- W4308277923 hasPublicationYear "2009" @default.
- W4308277923 type Work @default.
- W4308277923 citedByCount "0" @default.
- W4308277923 crossrefType "posted-content" @default.
- W4308277923 hasAuthorship W4308277923A5087684509 @default.
- W4308277923 hasBestOaLocation W43082779231 @default.
- W4308277923 hasConcept C100906024 @default.
- W4308277923 hasConcept C105795698 @default.
- W4308277923 hasConcept C112401455 @default.
- W4308277923 hasConcept C121332964 @default.
- W4308277923 hasConcept C121864883 @default.
- W4308277923 hasConcept C127413603 @default.
- W4308277923 hasConcept C134261354 @default.
- W4308277923 hasConcept C134306372 @default.
- W4308277923 hasConcept C151376022 @default.
- W4308277923 hasConcept C154945302 @default.
- W4308277923 hasConcept C185429906 @default.
- W4308277923 hasConcept C188198153 @default.
- W4308277923 hasConcept C18903297 @default.
- W4308277923 hasConcept C2776214188 @default.
- W4308277923 hasConcept C2777299769 @default.
- W4308277923 hasConcept C28826006 @default.
- W4308277923 hasConcept C33923547 @default.
- W4308277923 hasConcept C41008148 @default.
- W4308277923 hasConcept C49781872 @default.
- W4308277923 hasConcept C55974624 @default.
- W4308277923 hasConcept C78519656 @default.
- W4308277923 hasConcept C86803240 @default.
- W4308277923 hasConcept C88871306 @default.
- W4308277923 hasConceptScore W4308277923C100906024 @default.
- W4308277923 hasConceptScore W4308277923C105795698 @default.
- W4308277923 hasConceptScore W4308277923C112401455 @default.
- W4308277923 hasConceptScore W4308277923C121332964 @default.
- W4308277923 hasConceptScore W4308277923C121864883 @default.
- W4308277923 hasConceptScore W4308277923C127413603 @default.
- W4308277923 hasConceptScore W4308277923C134261354 @default.
- W4308277923 hasConceptScore W4308277923C134306372 @default.
- W4308277923 hasConceptScore W4308277923C151376022 @default.
- W4308277923 hasConceptScore W4308277923C154945302 @default.
- W4308277923 hasConceptScore W4308277923C185429906 @default.
- W4308277923 hasConceptScore W4308277923C188198153 @default.
- W4308277923 hasConceptScore W4308277923C18903297 @default.
- W4308277923 hasConceptScore W4308277923C2776214188 @default.
- W4308277923 hasConceptScore W4308277923C2777299769 @default.
- W4308277923 hasConceptScore W4308277923C28826006 @default.
- W4308277923 hasConceptScore W4308277923C33923547 @default.
- W4308277923 hasConceptScore W4308277923C41008148 @default.
- W4308277923 hasConceptScore W4308277923C49781872 @default.
- W4308277923 hasConceptScore W4308277923C55974624 @default.
- W4308277923 hasConceptScore W4308277923C78519656 @default.
- W4308277923 hasConceptScore W4308277923C86803240 @default.
- W4308277923 hasConceptScore W4308277923C88871306 @default.
- W4308277923 hasLocation W43082779231 @default.
- W4308277923 hasLocation W43082779232 @default.
- W4308277923 hasLocation W43082779233 @default.
- W4308277923 hasLocation W43082779234 @default.
- W4308277923 hasOpenAccess W4308277923 @default.
- W4308277923 hasPrimaryLocation W43082779231 @default.
- W4308277923 hasRelatedWork W1507654668 @default.
- W4308277923 hasRelatedWork W2002955489 @default.
- W4308277923 hasRelatedWork W2020687452 @default.
- W4308277923 hasRelatedWork W2047423635 @default.
- W4308277923 hasRelatedWork W2102656060 @default.
- W4308277923 hasRelatedWork W2951988776 @default.
- W4308277923 hasRelatedWork W4300175534 @default.
- W4308277923 hasRelatedWork W4323074878 @default.
- W4308277923 hasRelatedWork W55180945 @default.
- W4308277923 hasRelatedWork W2131062667 @default.
- W4308277923 isParatext "false" @default.
- W4308277923 isRetracted "false" @default.
- W4308277923 workType "article" @default.