Local Asymptotic Mixed Normality of Log­Likelihood Based on Stopping Times

DOI10.1177/0008068319880302zbMath0677.62016OpenAlexW2734420199MaRDI QIDQ3833414

Debasis Bhattacharya, Adhir K. Basu

Publication date: 1988

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319880302

zbMATH Keywords

asymptotic normalitystopping timelocally asymptotically mixed normalrandomly stopped log-likelihood ratio

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (3)

Local asymptotic quadraticity of stochastic process models based on stopping times ⋮ Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments ⋮ Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators

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