论文标题
一般随机元件的估计预期功能的渐近分布
Asymptotic distributions for estimated expected functionals of general random elements
论文作者
论文摘要
我们考虑了值在度量空间中值的一般随机元素的预期功能的估计问题。如果功能形成某些未知参数的明确函数，我们可以通过将合适的估计器插入函数来估算它，并且可以找到渐近分布。但是，如果该函数在参数中隐含，则会导致指定渐近分布的问题。本文提供了指定渐近分布的一般条件，即使该功能是参数中隐含的，并在随机元素为半障碍时进一步对其进行了详细研究。
We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable estimator in to the function, and we can find the asymptotic distribution. However, if the functional is implicit in the parameters, it causes a problem of specifying asymptotic distribution. This paper gives a general condition to specify the asymptotic distribution even if the functional is implicit in the parameters, and further investigates it in detail when the random elements are semimartingales.
