Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters
We obtain an asymptotic decomposition of the logarithm of the likelihood ratio for counting processes in the case of similar hypotheses. We establish the properties of the normalized likelihood ratio in the problem of estimation of an unknown parameter.
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| Дата: | 2000 |
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| Автори: | , , , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2000
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/4532 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510665638150144 |
|---|---|
| author | Lin'kov, Yu. N. Nikolaeva, O. A. Линьков, Ю. Н. Николаева, О. А. Линьков, Ю. Н. Николаева, О. А. |
| author_facet | Lin'kov, Yu. N. Nikolaeva, O. A. Линьков, Ю. Н. Николаева, О. А. Линьков, Ю. Н. Николаева, О. А. |
| author_sort | Lin'kov, Yu. N. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:30:52Z |
| description | We obtain an asymptotic decomposition of the logarithm of the likelihood ratio for counting processes in the case of similar hypotheses. We establish the properties of the normalized likelihood ratio in the problem of estimation of an unknown parameter. |
| first_indexed | 2026-03-24T03:00:37Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-4532 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:00:37Z |
| publishDate | 2000 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/cb/7b4475a9257c8612b82ec9abe160d3cb.pdf |
| spelling | umjimathkievua-article-45322020-03-18T20:30:52Z Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters Свойства отношения правдоподобия для считающих процессов в задаче оценивания неизвестных параметров Lin'kov, Yu. N. Nikolaeva, O. A. Линьков, Ю. Н. Николаева, О. А. Линьков, Ю. Н. Николаева, О. А. We obtain an asymptotic decomposition of the logarithm of the likelihood ratio for counting processes in the case of similar hypotheses. We establish the properties of the normalized likelihood ratio in the problem of estimation of an unknown parameter. Одержано асимптотичний розклад логарифма відношення правдоподібності для лічильних процесів у випадку близьких гіпотез. Встановлено властивості нормованого відношення правдоподібності в задачі оцінки невідомого параметра. Institute of Mathematics, NAS of Ukraine 2000-09-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4532 Ukrains’kyi Matematychnyi Zhurnal; Vol. 52 No. 9 (2000); 1257-1268 Український математичний журнал; Том 52 № 9 (2000); 1257-1268 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4532/5768 https://umj.imath.kiev.ua/index.php/umj/article/view/4532/5769 Copyright (c) 2000 Lin'kov Yu. N.; Nikolaeva O. A. |
| spellingShingle | Lin'kov, Yu. N. Nikolaeva, O. A. Линьков, Ю. Н. Николаева, О. А. Линьков, Ю. Н. Николаева, О. А. Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters |
| title | Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters |
| title_alt | Свойства отношения правдоподобия для считающих
процессов в задаче оценивания неизвестных параметров |
| title_full | Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters |
| title_fullStr | Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters |
| title_full_unstemmed | Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters |
| title_short | Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters |
| title_sort | properties of the likelihood ratio for counting processes in the problem of estimation of unknown parameters |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4532 |
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