Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times

DOI10.1016/J.SPL.2008.02.022zbMath1169.62013OpenAlexW2077045656MaRDI QIDQ951208

Debasis Bhattacharya, George G. Roussas

Publication date: 30 October 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.022

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators

Cites Work

• Asymptotic methods in statistical decision theory
• Asymptotics in statistics. Some basic concepts.
• On the limiting distribution of a sequence of estimators with uniformity property
• A characterization of limiting distributions of regular estimates
• Contiguity of Probability Measures
• On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki
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