On Asymptotic Ancillarity and Inference for Yule and Regular Nonergodic Processes
Yule 过程与正则非遍历过程的渐近辅助性及推断
By extending the notion of ancillarity to asymptotic ancillarity a conditional inference approach to statistical inference for a class of regular nonergodic processes is developed. This approach is closely related to that of Efron & Hinkley (1978) for the independent identically distributed case. The Yule process is used to illustrate the main ideas.