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zbMath0638.62021MaRDI QIDQ3779578

Werner Schütt

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

local asymptotic normality asymptotic representation martingale methods log-likelihood ratio statistic supercritical Galton-Watson processes autoregressive series approximation approaches general distribution classes LAMN-property local asymptotically mixed normality mixtures of Renyi type nonergodic Markov chains random change of time method Sufficient conditions for the LAN-property

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99)

Related Items (1)

Local asymptotic normality for autoregression with infinite order

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