Résumé
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.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 107-128 |
| Nombre de pages | 22 |
| journal | Scandinavian Journal of Statistics |
| Volume | 26 |
| Numéro de publication | 1 |
| Les DOIs | |
| état | Publié - 1 janv. 1999 |
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