Asymptotic properties of the likelihood ratio of independent observations

DOI10.1007/BF01104055zbMath0716.62023MaRDI QIDQ753324

A. F. Taraskin

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

independent observationslikelihood ratiosasymptotically infinitely divisible

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions

Cites Work

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• On the Behavior of the Likelihood Ratio of Semimartingales

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