On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes

DOI10.1080/07474949408836297zbMath0808.62068OpenAlexW2050750933MaRDI QIDQ4297834

Adhir K. Basu, Debasis Bhattacharya

Publication date: 4 July 1994

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949408836297

zbMATH Keywords

rate of convergencemartingalelog-likelihood ratio statisticfirst order autoregressive modelrandomly stopped processdependent sequence of random variablesCLIdiscrete Ornstein- Uhlenbeck processuniform and nonuniform bounds

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Cites Work

• A nonuniform bound on the rate of convergence in the martingale central limit theorem
• Exact convergence rates in some martingale central limit theorems
• The weak convergence of likelihood ratio random fields and its applications
• Contiguity of Probability Measures
• Unnamed Item

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