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On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios

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  • Sergueï Dachian
  • Ilia Negri

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  • Sergueï Dachian & Ilia Negri, 2011. "On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios," Statistical Inference for Stochastic Processes, Springer, vol. 14(3), pages 255-271, October.
    • Handle: RePEc:spr:sistpr:v:14:y:2011:i:3:p:255-271
    DOI: 10.1007/s11203-011-9059-x
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    References listed on IDEAS

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    1. Reinhard Höpfner & Yury Kutoyants, 2010. "Estimating discontinuous periodic signals in a time inhomogeneous diffusion," Statistical Inference for Stochastic Processes, Springer, vol. 13(3), pages 193-230, October.
    2. Ciuperca Gabriela, 2004. "Maximum likelihood estimator in a two-phase nonlinear random regression model," Statistics & Risk Modeling, De Gruyter, vol. 22(4/2004), pages 335-349, April.
    3. Fujii, Takayuki, 2007. "A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case," Statistics & Probability Letters, Elsevier, vol. 77(16), pages 1622-1627, October.
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    Citations

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    Cited by:

    1. Sergueï Dachian & Lin Yang, 2015. "On a Poissonian change-point model with variable jump size," Statistical Inference for Stochastic Processes, Springer, vol. 18(2), pages 127-150, July.
    2. Alexander Gushchin & Nino Kordzakhia & Alexander Novikov, 2018. "Translation invariant statistical experiments with independent increments," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 363-383, July.

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