Asymptotic optimal inference for non-ergodic models (Q1054413)
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English | Asymptotic optimal inference for non-ergodic models |
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Asymptotic optimal inference for non-ergodic models (English)
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1983
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asymptotic optimal inference
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local asymptotic normality
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non-ergodic models
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Fisher information
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maximum likelihood
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bibliographical notes
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log-likelihood ratio
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LAN condition
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Pitman power criterion
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non-uniform local power criterion
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contiguous alternatives
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composite hypotheses
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nuisance parameters
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conditional inference
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global asymptotic behaviour
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extension of Bahadur efficiency
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simple hypotheses
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