ON THEOREMS OF DE FINETTI TYPE FOR CONTINUOUS-TIME STOCHASTIC-PROCESSES

被引：0

作者：

BJORK, T ^{[1
]}

JOHANSSON, B ^{[1
]}

机构：

[1] UNIV STOCKHOLM,DEPT MATH STAT,S-11385 STOCKHOLM,SWEDEN

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 1993年 / 20卷 / 04期

关键词：

CONDITIONAL DISTRIBUTIONS; POISSON PROCESS; POLYA PROCESS; STOCHASTIC CALCULUS; SUFFICIENCY; VARIATION DISTANCE; WIENER PROCESS; YULE PROCESS;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Most statistical models used in practice admit a data reduction by means of a sufficient statistic. This paper concerns the problem of characterizing explicitly those models that are compatible with a certain choice of data reduction. We suggest a general method for establishing such results when a stochastic process in continuous time is observed. We give examples both from diffusion and counting processes and discuss some implications for statistical inference.

引用

页码：289 / 312

页数：24

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