On the Asymptotic Non-Null Distribution of Randomly Stopped Log-Likelihood Ratio Statistic (Q4694986)

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scientific article; zbMATH DE number 203050
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On the Asymptotic Non-Null Distribution of Randomly Stopped Log-Likelihood Ratio Statistic
scientific article; zbMATH DE number 203050

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    On the Asymptotic Non-Null Distribution of Randomly Stopped Log-Likelihood Ratio Statistic (English)
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    18 July 1993
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    non-null asymptotic distribution
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    randomly stopped log-likelihood ratio statistic
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    general dependent processes
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    mixture of normal distributions
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