Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions
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Publication:1368804
DOI10.1007/BF02398429zbMath0916.60020MaRDI QIDQ1368804
Publication date: 2 December 1998
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
Cites Work
- Asymptotic properties of the likelihood ratio of independent observations
- Asymptotic theory of conditional inference for stochastic processes
- On mixing and stability of limit theorems
- On the Behavior of the Likelihood Ratio of Semimartingales
- A characterization of limiting distributions of regular estimates
- Contiguity of Probability Measures
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