On asymptotic ancillarity and inference for yule and regular nonergodic processes

Paul D. Feigin, Benjamin Reiser

Research output: Contribution to journalArticlepeer-review

Abstract

By extending the notion of ancillarity to asymptotic ancillarity a conditional inference approach to statistical inference for a class of regular nonergodic processes is developed. This approach is closely related to that of Efron & Hinkley (1978) for the independent identically distributed case. The Yule process is used to illustrate the main ideas.

Original languageEnglish
Pages (from-to)279-283
Number of pages5
JournalBiometrika
Volume66
Issue number2
DOIs
StatePublished - Aug 1979
Externally publishedYes

Keywords

  • Asymptotic ancillarity
  • Branching process
  • Pivotal quantity
  • Regular nonergodic process
  • Yule process

ASJC Scopus subject areas

  • Statistics and Probability
  • General Mathematics
  • Agricultural and Biological Sciences (miscellaneous)
  • General Agricultural and Biological Sciences
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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