Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators (Q1909459)

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scientific article; zbMATH DE number 854947
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Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
scientific article; zbMATH DE number 854947

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    Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators (English)
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    24 June 1996
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    maximum likelihood estimators
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    k-th-order normalizing transformation
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    higher-order asymptotic theory
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    variance stabilizing transformation
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    saddlepoint expansion
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    observed information
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    Edgeworth expansion
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    time series
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    modified signed log likelihood ratio
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