Local asymptotic normality for stationary sequences of observations

DOI10.1007/BF01682799zbMath0517.62029MaRDI QIDQ1053383

N. K. Bakirov

Publication date: 1983

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

local asymptotic normalitystationary sequenceslogarithm of maximum likelihood ratio

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Inference from stochastic processes (62M99)

Cites Work

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