scientific article; zbMATH DE number 4005333

zbMATH Open0619.62021MaRDI QIDQ3756305FDOQ3756305

Authors: A. F. Taraskin 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

infinitely divisiblefinite variancescheme of seriesIndependent observationslimit distribution of the logarithm of the likelihood ratio

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20)

Cited In (3)

• Uniform asymptotic expansion of likelihood ratio for Markov dependent observations
• On the Behavior of the Likelihood Ratio of Semimartingales
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