On Parameter Estimation in Non-Regular Situations of Cusp Type
Salle de séminaires M.0.1
Labo. Paul Painlevé, Polytech Lille et Université de Lille.
We present several parameter estimation problems dealing with situations when the model depends on the unknown parameter in a non-regular way. The problems correspond to observations of different natures, but all have the same type of singularity: a cusp. We will see that all the considered models give rise to the same limiting likelihood ratio process. So, it seems that (like the regular case and unlike the case of change-point type singularity) the limiting likelihood ratio process is universal in presence of a cusp type singularity.