scientific article

zbMath0659.62029MaRDI QIDQ3809024

Albert N. Shiryaev, Prescilla E. Greenwood

Publication date: 1985

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

zbMATH Keywords

filtrationcontiguityabsolute continuitymartingale central limit theoremlog-likelihood processasymptotically Gaussianmutual singularityGaussian martingaleconditional likelihood ratiosentire separabilitysequences of likelihood ratios

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05) Sufficiency and information (62B99)

Related Items (25)

Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives ⋮ Asymptotic distributions of weighted compound Poisson bridges ⋮ Partial likelihood process and asymptotic normality ⋮ Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions ⋮ Strong approximation of semimartingales and statistical processes ⋮ Frequentist validity of Bayesian limits ⋮ Asymptotic mixed normality and hellinger processes ⋮ Asymptotic distributions of weighted pontograms under contiguous alternatives ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Merging of opinions in game-theoretic probability ⋮ A generalization of asymptotically linear estimators ⋮ Changepoint problems and contiguous alternatives ⋮ A note on random coin tossing ⋮ Testing hypothesis on transition distributions of a Markov sequence ⋮ On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models ⋮ Application of convolution theorems in semiparametric models with non-i. i. d. data ⋮ Diversity analysis in multiple-choice questionnaires ⋮ Robust estimation in the logistic regression model ⋮ How to test that a given process is an Ornstein-Uhlenbeck process ⋮ Optimal multistage sequential hypothesis testing ⋮ Convergence of filtered statistical models and Hellinger processes ⋮ Filtered statistical models and Hellinger processes ⋮ Convergence Properties in Certain Occupancy Problems Including the Karlin-Rouault Law ⋮ Lucien Le Cam 1924--2000. ⋮ The Chibisov-O'Reilly theorem for empirical processes under contiguous measures

This page was built for publication: