On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes (Q4297834)
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scientific article; zbMATH DE number 599632
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| English | On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes |
scientific article; zbMATH DE number 599632 |
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On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes (English)
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4 July 1994
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CLI
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martingale
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dependent sequence of random variables
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log-likelihood ratio statistic
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randomly stopped process
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uniform and nonuniform bounds
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rate of convergence
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first order autoregressive model
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discrete Ornstein- Uhlenbeck process
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0.8984101414680481
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0.8961341977119446
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0.8484706282615662
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0.8276228308677673
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