Uniform asymptotic expansion of likelihood ratio for Markov dependent observations

DOI10.1023/A:1014617422188zbMATH Open1003.62010MaRDI QIDQ1603018

Andrey Novikov

Publication date: 24 June 2002

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

zbMATH Keywords

asymptotic expansionlikelihood ratioMarkov processesfunctional limit theoremsequential probability ratio test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: hypothesis testing (62M02)

Related Items (1)

On the Accuracy of Approximation in the Sequential Wald Test

This page was built for publication: Uniform asymptotic expansion of likelihood ratio for Markov dependent observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1603018)