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Volumn 52, Issue 2, 2000, Pages 97-113

Extension of the Wald statistic to models with dependent observations

Author keywords

Composite parametric hypotheses; Convergent exponential models; Diffusion fields; Generalized likelihood ratio statistic; Generalized Wald statistic; L vy processes

Indexed keywords


EID: 0034363419     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001840000060     Document Type: Article
Times cited : (4)

References (12)
  • 3
    • 21344476124 scopus 로고
    • A review of some aspects of asymptotic likelihood theory for stochastic processes
    • Barndorff-Nielsen OE and Sørensen M (1994) A review of some aspects of asymptotic likelihood theory for stochastic processes. International Statistical Review 62:133-165
    • (1994) International Statistical Review , vol.62 , pp. 133-165
    • Barndorff-Nielsen, O.E.1    Sørensen, M.2
  • 4
    • 0003369433 scopus 로고
    • Fundamentals of statistical exponential families
    • Inst. of Mathematical Statistics, Hayward, California
    • Brown LD (1986) Fundamentals of Statistical Exponential Families. Lecture Notes vol. 9. Inst. of Mathematical Statistics, Hayward, California
    • (1986) Lecture Notes , vol.9
    • Brown, L.D.1
  • 5
    • 51249161499 scopus 로고
    • Characterization of the Jorgensen set in generalized linear models
    • Casalis M and Letac G (1994) Characterization of the Jorgensen set in generalized linear models. Test 3:145-162
    • (1994) Test , vol.3 , pp. 145-162
    • Casalis, M.1    Letac, G.2
  • 10
    • 0002356447 scopus 로고    scopus 로고
    • Rényi statistics in directed families of exponential experiments
    • Morales D, Pardo L and Vajda I (1999) Rényi statistics in directed families of exponential experiments. Statistics 34:151-174
    • (1999) Statistics , vol.34 , pp. 151-174
    • Morales, D.1    Pardo, L.2    Vajda, I.3
  • 11
    • 0004267646 scopus 로고
    • Princeton University Press, Princeton, New Jersey
    • Rockafellar RT (1970) Convex Analysis. Princeton University Press, Princeton, New Jersey
    • (1970) Convex Analysis
    • Rockafellar, R.T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.