Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process
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Publication:1145951
DOI10.1007/BF02480263zbMath0446.60058MaRDI QIDQ1145951
Michael G. Akritas, George G. Roussas
Publication date: 1979
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
60J05: Discrete-time Markov processes on general state spaces
60G40: Stopping times; optimal stopping problems; gambling theory
60F99: Limit theorems in probability theory
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