Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments (Q625304): Difference between revisions

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+Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process
+Normal rank
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+Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes
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+Local Asymptotic Mixed Normality of LogLikelihood Based on Stopping Times
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+Weak Convergence of Randomly Stopped Log-Likelihood Ratio Statistic to Mixed Gaussian Process
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+On the Asymptotic Non-Null Distribution of Randomly Stopped Log-Likelihood Ratio Statistic
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+Asymptotic methods in statistical decision theory
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