Weak Convergence of Randomly Stopped Log-Likelihood Ratio Statistic to Mixed Gaussian Process

DOI10.1177/0008068319900301MaRDI QIDQ4032337zbMATH OpenOpenAlexFDO

Authors Adhir K. Basu, Debasis Bhattacharya

Publication date 1 April 1993

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319900301

zbMATH Keywords

random fieldsautoregressive processeslog-likelihood ratio processsupercritical Galton-Watson branching processesGaussian shift process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)

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Cited in

(8)

• Local Asymptotic Mixed Normality of LogLikelihood Based on Stopping Times
• Asymptotic mixed normality and hellinger processes
• On the Asymptotic Non-Null Distribution of Randomly Stopped Log-Likelihood Ratio Statistic
• On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes
• Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
• On the weak convergence of likelihood ratio processes of general statistical parametric models
• On the speed of convergence of log-likelihood ratio processes to standard mixtures of normal distributions
• Limiting experiments and asymptotic bounds on the performance of sequence of estimators

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