Modèles statistiques et systèmes standards de processus de vraisemblance. (Statistical models and standard systems of likelihood processes). (French) Zbl 0661.62003

Coquet, François

Publ. Inst. Rech. Math. Rennes 1987, No. 1, 32-45 (1987).

In the terminology of L. Le Cam [Asymptotic methods in statistical decision theory. (1986; Zbl 0605.62002)] it is shown that any weak limit of a sequence of filtered experiments is a filtered experiment.

Reviewer: L.Weiss

MSC:

62B15	Theory of statistical experiments
60F17	Functional limit theorems; invariance principles
62M99	Inference from stochastic processes
60F05	Central limit and other weak theorems
62B99	Sufficiency and information

Keywords:

weak limit; sequence of filtered experiments

Citations:

Zbl 0605.62002