{"title":"离散马氏统计模型的局部渐近正态性","authors":"Vaidotas Kanišauskas","doi":"10.15388/lmd.2023.33592","DOIUrl":null,"url":null,"abstract":"We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out. The general conditions include the Fréchet differentiability of parameters in probability in normed spaces with regard to a continuous compensator.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"29 5","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Diskrečiųjų martingalų statistinių modelių lokalus asimptotinis normalumas\",\"authors\":\"Vaidotas Kanišauskas\",\"doi\":\"10.15388/lmd.2023.33592\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out. The general conditions include the Fréchet differentiability of parameters in probability in normed spaces with regard to a continuous compensator.\",\"PeriodicalId\":33611,\"journal\":{\"name\":\"Lietuvos Matematikos Rinkinys\",\"volume\":\"29 5\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-11-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Lietuvos Matematikos Rinkinys\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15388/lmd.2023.33592\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Lietuvos Matematikos Rinkinys","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15388/lmd.2023.33592","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out. The general conditions include the Fréchet differentiability of parameters in probability in normed spaces with regard to a continuous compensator.
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