On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models (Q1203944)
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scientific article; zbMATH DE number 123731
| Language | Label | Description | Also known as |
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| English | On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models |
scientific article; zbMATH DE number 123731 |
Statements
On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models (English)
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18 February 1993
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local asymptotic normality
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weak convergence of filtered local models
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trajectory
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Markov step process
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decomposition of log-likelihood ratio processes
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score function martingale
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LAQ
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LAMN
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LAN
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fixed time sampling
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sequential sampling plans
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