The weak convergence of likelihood ratio random fields and its applications

DOI10.1007/BF02504659zbMath0381.62023OpenAlexW1995263451MaRDI QIDQ1248294

Yosihiko Ogata, Nobuo Inagaki

Publication date: 1975

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02504659

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (12)

On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes ⋮ Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency ⋮ Two errors in statistical model fitting ⋮ The weak convergence of the likelihood ratio random fields for Markov observations ⋮ Contrast-based information criterion for ergodic diffusion processes from discrete observations ⋮ Estimation for diffusion processes from discrete observation ⋮ The weak convergence of likelihood ratio random fields and its applications ⋮ Asymptotic behavior of M-estimator and related random field for diffusion process ⋮ The weak convergence of least squares random fields and its application ⋮ Weak convergence of lease squares process in the smooth case ⋮ Local asymptotic minimax properties of Pitman estimates ⋮ On the speed of convergence in the central limit theorem of log- likelihood ratio processes

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• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• Some Comments on C P
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A new look at the statistical model identification

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