Rate of convergence in the functional limit theorem for likelihood ratio processes

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zbMath0824.60031MaRDI QIDQ1894102

François Coquet, Jean Mémin, Lioudmila Vostrikova

Publication date: 6 November 1995

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

functional limit theorem embedding method Lévy-Prokhorov distance convergence of statistical experiments Ky Fan distance likelihood processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Rates of convergence in the functional CLT for multidimensional continuous time martingales. ⋮ On Bernstein-type inequalities for martingales. ⋮ Rate of convergence in the invariance principle for martingale difference arrays ⋮ Strong approximation of semimartingales and statistical processes

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