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Asymptotic Optimal Inference for Non-Ergodic Models
Basawa, Ishwar V.; Scott, David John
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Description for Asymptotic Optimal Inference for Non-Ergodic Models
Paperback. Series: Lecture Notes in Statistics. Num Pages: 183 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 10. Weight in Grams: 294.
This monograph contains a comprehensive account of the recent work of the authors and other workers on large sample optimal inference for non-ergodic models. The non-ergodic family of models can be viewed as an extension of the usual Fisher-Rao model for asymptotics, referred to here as an ergodic family. The main feature of a non-ergodic model is that the sample Fisher information, appropriately normed, converges to a non-degenerate random variable rather than to a constant. Mixture experiments, growth models such as birth processes, branching processes, etc. , and non-stationary diffusion processes are typical examples of non-ergodic models for which the ... Read more
This monograph contains a comprehensive account of the recent work of the authors and other workers on large sample optimal inference for non-ergodic models. The non-ergodic family of models can be viewed as an extension of the usual Fisher-Rao model for asymptotics, referred to here as an ergodic family. The main feature of a non-ergodic model is that the sample Fisher information, appropriately normed, converges to a non-degenerate random variable rather than to a constant. Mixture experiments, growth models such as birth processes, branching processes, etc. , and non-stationary diffusion processes are typical examples of non-ergodic models for which the ... Read more
Product Details
Format
Paperback
Publication date
1983
Publisher
Springer-Verlag New York Inc. United States
Number of pages
183
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
170
Place of Publication
New York, NY, United States
ISBN
9780387908106
SKU
V9780387908106
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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