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

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6 Citations (Scopus)

Abstract

We consider statistical models for birth and death on a flow. We give necessary and sufficient conditions for local absolute continuity between laws of such processes on a suitable canonical path space, and prove that likelihood ratio processes do have a very simple form. Key tools are criteria for local absolute continuity of laws of l-point motions - for arbitrary l - on stochastic flows, under an assumption on the structure of infinitesimal covariances.

Original languageEnglish
Pages (from-to)107-128
Number of pages22
JournalScandinavian Journal of Statistics
Volume26
Issue number1
DOIs
Publication statusPublished - 1 Jan 1999

Keywords

  • Birth and death on a flow
  • Likelihood ratio processes
  • Local absolute continuity
  • Particle systems
  • Stochastic flows

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