Translation invariant statistical experiments with independent increments

Gushchin, A; Kordzakhia, N; Novikov, A

Translation invariant statistical experiments with independent increments

Gushchin, A Kordzakhia, N Novikov, A

Permalink

Publication Type:: Journal Article
Citation:: Statistical Inference for Stochastic Processes, 2018, 21 (2), pp. 363 - 383
Issue Date:: 2018-07-01

Closed Access

	Filename	Description	Size
	10.1007_s11203-018-9179-7.pdf	Published Version	596.16 kB	Adobe PDF	View/Open

Copyright Clearance Process

Recently Added
In Progress
Closed Access

This item is closed access and not available.

Full metadata record

Field	Value	Language
dc.contributor.author	Gushchin, A	en_US
dc.contributor.author	Kordzakhia, N	en_US
dc.contributor.author	Novikov, A https://orcid.org/0000-0001-8529-173X	en_US
dc.date.issued	2018-07-01	en_US
dc.identifier.citation	Statistical Inference for Stochastic Processes, 2018, 21 (2), pp. 363 - 383	en_US
dc.identifier.issn	1387-0874	en_US
dc.identifier.uri	http://hdl.handle.net/10453/133996
dc.description.abstract	© 2018, Springer Science+Business Media B.V., part of Springer Nature. We provide a full description of the class of translation invariant experiments with independent increments. Necessary and sufficient conditions for the weak convergence and the comparison of experiments within this class are given. Finally, we prove exponential boundedness of Pitman estimators in these models.	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP150102758
dc.relation.ispartof	Statistical Inference for Stochastic Processes	en_US
dc.relation.isbasedon	10.1007/s11203-018-9179-7	en_US
dc.subject.classification	Statistics & Probability	en_US
dc.title	Translation invariant statistical experiments with independent increments	en_US
dc.type	Journal Article
utslib.citation.volume	2	en_US
utslib.citation.volume	21	en_US
utslib.for	0104 Statistics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.issue	2	en_US
pubs.publication-status	Published	en_US
pubs.volume	21	en_US

Abstract:

© 2018, Springer Science+Business Media B.V., part of Springer Nature. We provide a full description of the class of translation invariant experiments with independent increments. Necessary and sufficient conditions for the weak convergence and the comparison of experiments within this class are given. Finally, we prove exponential boundedness of Pitman estimators in these models.

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/133996