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 language | English |
|---|---|
| Pages (from-to) | 107-128 |
| Number of pages | 22 |
| Journal | Scandinavian Journal of Statistics |
| Volume | 26 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Jan 1999 |
Keywords
- Birth and death on a flow
- Likelihood ratio processes
- Local absolute continuity
- Particle systems
- Stochastic flows
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