On the speed of convergence of log-likelihood ratio processes to standard mixtures of normal distributions

zbMath0827.62016MaRDI QIDQ1891539

Debasis Bhattacharya, Adhir K. Basu

Publication date: 13 December 1995

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

rate of convergencemixture of normal distributionssuper-critical Galton-Watson branching processexplosive autoregressive process of first orderlog-likelihood ratio processesprinciple of contiguity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes (62M99)

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