Quadratic approximation for log-likelihood ratio processes

DOI10.1007/978-3-319-65313-6_8zbMath1383.62043OpenAlexW2768143919MaRDI QIDQ1703896

Alexander A. Gushchin, Esko Valkeila

Publication date: 8 March 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-65313-6_8

zbMATH Keywords

local asymptotic normalitycontiguitylimit theoremslocal asymptotic mixed normalitylocal asymptotic quadraticityHellinger processlikelihood ratio processfiltered statistical experiment

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Asymptotic distribution theory in statistics (62E20)

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