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The limiting log-likelihood process for discontinuous density families

✍ Scribed by Georg Ch. Pflug


Publisher
Springer
Year
1983
Tongue
English
Weight
796 KB
Volume
64
Category
Article
ISSN
1432-2064

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Exact Asymptotics of the Density of the
✍ Vladimir G. Danilov; Serguei M. Frolovitchev πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 359 KB πŸ‘ 2 views

In this paper we consider some Kolmogorov -Feller equations with a small parameter h. We present a method for constructing the exact (exponential) asymptotics of the fundamental solution of these equations for finite time intervals uniformly with respect to h. This means that we construct an asympt