Institut für Mathematik | AG Stochastik | Statistik stochastischer Prozesse

R.Höpfner, J.Jacod and L.Ladelli, Local asymptotic normality and mixed normality for Markov statistical models.
Probab. Theory Rel. Fields 86(1), 105-129 (1990)

R.Höpfner, On statistical inference for Markov step processes: convergence of local models.
Habilitationsschrift, Albert-Ludwigs-Universität, Freiburg im Breisgau (1990)

R.Höpfner, On statistics of Markov step processes: representation of log-likelihood ratio processes in filtered local models.
Probab. Theory Rel. Fields 94(3), 375-398 (1993)

R.Höpfner, Asymptotic inference for Markov step processes: observation up to a random time.
Stoch. Processes and their Appl. 48(2), 295-310 (1993)

R.Höpfner and Yu.Kutoyants, On minimum distance estimation in recurrent Markov step processes I.
Scand. J. Statist. 24(1), 61-79 (1997)

R.Höpfner and Yu.Kutoyants, On minimum distance estimation in recurrent Markov step processes II.
Ann.Inst.Statist.Math. 50(3), 493-502 (1998)

Institut für Mathematik | AG Stochastik | Statistik stochastischer Prozesse

Last Update: Jan. 14, 2016

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