Asymptotic optimal inference for non-ergodic models (Q1054413)

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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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