Local Asymptotic Mixed Normality of LogLikelihood Based on Stopping Times
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Publication:3833414
DOI10.1177/0008068319880302zbMath0677.62016MaRDI QIDQ3833414
Debasis Bhattacharya, Adhir K. Basu
Publication date: 1988
Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/0008068319880302
asymptotic normality; stopping time; locally asymptotically mixed normal; randomly stopped log-likelihood ratio
62E20: Asymptotic distribution theory in statistics
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