A Donsker-type theorem for log-likelihood processes

DOI10.1007/S10959-019-00926-9zbMath1464.60023arXiv1703.07963OpenAlexW2951584416MaRDI QIDQ785398

Zhonggen Su, Han Chao Wang

Publication date: 6 August 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.07963

zbMATH Keywords

weak convergenceHellinger process of order zerolog-likelihood processsemimartinagle

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Martingales and classical analysis (60G46)

Cites Work

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• The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
• Weak convergence of some classes of martingales with jumps.
• Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
• Weak convergence and empirical processes. With applications to statistics

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