On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki

DOI10.1007/BF02479356zbMath0385.60015MaRDI QIDQ5906069

Andrew P. Soms, George G. Roussas

Publication date: 1973

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators ⋮ Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times

Cites Work

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• On the limiting distribution of a sequence of estimators with uniformity property
• Asymptotic efficiency of the maximum likelihood estimator
• Asymptotic Inference in Markov Processes
• Asymptotic Efficiency of the Maximum Likelihood Estimator
• Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates
• A characterization of limiting distributions of regular estimates
• Asymptotically Optimal Tests in Markov Processes

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