Statistical models for birth and death on a flow: Local absolute continuity and likelihood ratio processes

Citation
R. Hopfner et E. Locherbach, Statistical models for birth and death on a flow: Local absolute continuity and likelihood ratio processes, SC J STAT, 26(1), 1999, pp. 107-128
Citations number
28
Categorie Soggetti
Mathematics
Journal title
SCANDINAVIAN JOURNAL OF STATISTICS
ISSN journal
03036898 → ACNP
Volume
26
Issue
1
Year of publication
1999
Pages
107 - 128
Database
ISI
SICI code
0303-6898(199903)26:1<107:SMFBAD>2.0.ZU;2-Y
Abstract
We consider statistical models for birth and death on a dow. We give necess ary and sufficient conditions for local absolute continuity between laws of such processes on a suitable canonical path space, and prove that likeliho od ratio processes do have a very simple form. Key tools are criteria for l ocal absolute continuity of laws of l-point motions-for arbitrary l-on stoc hastic flows, under an assumption on the structure of infinitesimal covaria nces.