On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
type: Item
instance of: scholarly article
title: On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
zbMATH Open document ID: 0766.62051
DOI: 10.1007/BF01199249
publication date: 1993-02-18T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 123731
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: weak convergence of filtered local models
zbMATH Keywords: trajectory
zbMATH Keywords: Markov step process
zbMATH Keywords: decomposition of log-likelihood ratio processes
zbMATH Keywords: score function martingale
zbMATH Keywords: LAQ
zbMATH Keywords: LAMN
zbMATH Keywords: LAN
zbMATH Keywords: fixed time sampling
zbMATH Keywords: sequential sampling plans
author: R. Höpfner
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01199249
OpenAlex ID: W2004862302
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 123731