Nikolaeva O. "Asymptotical methods of statistics for counting processes"

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0404U000211

Thesis Registration Form

0404U000211.pdf

Applicant for

Nikolaeva Oksana Anatoljevna

Specialization

01.01.05 - Теорія ймовірностей і математична статистика

Date of defense

25-12-2003

Specialized Academic Board

К 11.193.02

Essay

The properties of likelihood ratio is considered for counting processes. Semimartingale decompositions of logarithm of local density process are obtained. In nonparametric case limit theorems for logarithm of likelihood ratio are proved. Some properties of normalizedlikelihood ratio are given. Asymptotical properties of Neyman-Pearson tests, maximum likelihood estimators andBayesian estimators are investigated.

Thesis supervisor

Lin'kov Yurii Nikolayevich

Official opponents

Моклячук Михайло Павлович
Жирний Георгій Георгійович

Files

Disser.pdf

aref.doc

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