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

DOI10.1177/0008068319900301zbMath0777.60021OpenAlexW2735560282MaRDI QIDQ4032337

Debasis Bhattacharya, Adhir K. Basu

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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