Quadratic approximation for log-likelihood ratio processes
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Publication:1703896
DOI10.1007/978-3-319-65313-6_8zbMath1383.62043MaRDI QIDQ1703896
Esko Valkeila, Alexander A. Gushchin
Publication date: 8 March 2018
Full work available at URL: https://doi.org/10.1007/978-3-319-65313-6_8
local asymptotic normality; contiguity; limit theorems; local asymptotic mixed normality; local asymptotic quadraticity; Hellinger process; likelihood ratio process; filtered statistical experiment
62F12: Asymptotic properties of parametric estimators
62M20: Inference from stochastic processes and prediction
62E20: Asymptotic distribution theory in statistics