On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes (Q4297834)
From MaRDI portal
scientific article; zbMATH DE number 599632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes |
scientific article; zbMATH DE number 599632 |
Statements
On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes (English)
0 references
4 July 1994
0 references
CLI
0 references
martingale
0 references
dependent sequence of random variables
0 references
log-likelihood ratio statistic
0 references
randomly stopped process
0 references
uniform and nonuniform bounds
0 references
rate of convergence
0 references
first order autoregressive model
0 references
discrete Ornstein- Uhlenbeck process
0 references
