On the weak convergence of likelihood ratio processes of general statistical parametric models

DOI10.1080/17442508808833494MaRDI QIDQ3785689zbMATH OpenOpenAlexWikidataFDO

Authors Lioudmila Vostrikova

Publication date 1988

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508808833494

zbMATH Keywords

Gaussian statistical modelHellinger integralsHellinger processesKakutani-Hellinger distancelikelihood ratio processesweak convergence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Foundations and philosophical topics in statistics (62A01)

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Cites work

• A statistically important Gaussian process
• ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I
• An extended martingale invariance principle
• An integral representation for the Hellinger distance.
• Asymptotic distribution of the likelihood function in the independent not identically distributed case
• Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
• Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
• Estimation for Distributions with Monotone Failure Rate
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On criteria for c_n-consistency of estimators
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• On the variation distance for probability measures defined on a filtered space
• The limiting log-likelihood process for discontinuous density families
• Weak convergence of probability measures and random functions in the function space D[0,∞)

Cited in

(18)

• On the Hellinger type distances for filtered experiments
• Quadratic approximation for log-likelihood ratio processes
• Convergence of filtered statistical models and Hellinger processes
• Filtered statistical models and Hellinger processes
• Weak convergence of some classes of martingales with jumps.
• Conditions equivalent to consistency of approximate MLE's for stochastic processes
• Rate of convergence in the functional limit theorem for likelihood ratio processes
• Strong approximation of semimartingales and statistical processes
• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
• Weak likelihood convergence of a process
• scientific article; zbMATH DE number 4020212 (Why is no real title available?)
• scientific article; zbMATH DE number 4020213 (Why is no real title available?)
• scientific article; zbMATH DE number 4038881 (Why is no real title available?)
• scientific article; zbMATH DE number 4092561 (Why is no real title available?)
• scientific article; zbMATH DE number 23417 (Why is no real title available?)
• Asymptotic mixed normality and hellinger processes
• scientific article; zbMATH DE number 879752 (Why is no real title available?)
• Principe d'invariance sur le processus de vraisemblance

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