Asymptotic optimal inference for non-ergodic models
type: Item
instance of: scholarly article
title: Asymptotic optimal inference for non-ergodic models
zbMATH Open document ID: 0519.62039
author: David J. Scott
author: I. V. Basawa
published in: Lecture Notes in Statistics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62G99
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62-02
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 3822925
zbMATH Keywords: asymptotic optimal inference
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: non-ergodic models
zbMATH Keywords: Fisher information
zbMATH Keywords: maximum likelihood
zbMATH Keywords: bibliographical notes
zbMATH Keywords: log-likelihood ratio
zbMATH Keywords: LAN condition
zbMATH Keywords: Pitman power criterion
zbMATH Keywords: non-uniform local power criterion
zbMATH Keywords: contiguous alternatives
zbMATH Keywords: composite hypotheses
zbMATH Keywords: nuisance parameters
zbMATH Keywords: conditional inference
zbMATH Keywords: global asymptotic behaviour
zbMATH Keywords: extension of Bahadur efficiency
zbMATH Keywords: simple hypotheses
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3822925