Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
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Publication:625304
DOI10.1007/s11203-008-9029-0zbMath1205.62145MaRDI QIDQ625304
Debasis Bhattacharya, George G. Roussas
Publication date: 15 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-008-9029-0
stopping time; contiguity; convolution theorem; exponential approximation; locally asymptotically mixed normal experiments
62E20: Asymptotic distribution theory in statistics
62M99: Inference from stochastic processes
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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