LEADER 03749nam 2200673 450 001 9910463897603321 005 20200520144314.0 010 $a3-11-036778-5 010 $a3-11-025028-4 024 7 $a10.1515/9783110250282 035 $a(CKB)2670000000524198 035 $a(EBL)919882 035 $a(SSID)ssj0001107916 035 $a(PQKBManifestationID)11610888 035 $a(PQKBTitleCode)TC0001107916 035 $a(PQKBWorkID)11085862 035 $a(PQKB)11562186 035 $a(MiAaPQ)EBC919882 035 $a(DE-B1597)122923 035 $a(OCoLC)979689602 035 $a(DE-B1597)9783110250282 035 $a(Au-PeEL)EBL919882 035 $a(CaPaEBR)ebr10838284 035 $a(CaONFJC)MIL574216 035 $a(OCoLC)870589969 035 $a(EXLCZ)992670000000524198 100 $a20131030h20142014 uy| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aAsymptotic statistics $ewith a view to stochastic processes /$fReinhard Ho?pfner 210 1$aBerlin :$cWalter de Gruyter GmbH & Co. KG,$d[2014] 210 4$dİ2014 215 $a1 online resource (286 p.) 225 0 $aDe Gruyter Textbook 225 0$aDe Gruyter textbook 300 $aDescription based upon print version of record. 311 $a3-11-025024-1 320 $aIncludes bibliographical references and index. 327 $t Frontmatter -- $tPreface -- $tContents -- $tChapter 1 Score and Information -- $tChapter 2 Minimum Distance Estimators -- $tChapter 3 Contiguity -- $tChapter 4 L2-differentiable Statistical Models -- $tChapter 5 Gaussian Shift Models -- $tChapter 6 Quadratic Experiments and Mixed Normal Experiments -- $tChapter 7 Local Asymptotics of Type LAN, LAMN, LAQ -- $tChapter 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ -- $tChapter 9 Appendix -- $tBibliography -- $tIndex 330 $aThis textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes. The book can be read in different ways, according to possibly different mathematical preferences of the reader. One reader may focus on the statistical theory, and thus on the chapters about Gaussian shift models, mixed normal and quadratic models, and on local asymptotics where the limit model is a Gaussian shift or a mixed normal or a quadratic experiment (LAN, LAMN, LAQ). Another reader may prefer an introduction to stochastic process models where given statistical results apply, and thus concentrate on subsections or chapters on likelihood ratio processes and some diffusion type models where LAN, LAMN or LAQ occurs. Finally, readers might put together both aspects. The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area. 410 3$aDe Gruyter Textbook 606 $aMathematical statistics$xAsymptotic theory 606 $aAsymptotic distribution (Probability theory) 608 $aElectronic books. 615 0$aMathematical statistics$xAsymptotic theory. 615 0$aAsymptotic distribution (Probability theory) 676 $a519.6/23 686 $aSK 820$2rvk 700 $aHo?pfner$b R$g(Reinhard),$f1955-$0928828 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910463897603321 996 $aAsymptotic statistics$92454385 997 $aUNINA