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

DOI10.1177/0008068319900301zbMATH Open0777.60021OpenAlexW2735560282MaRDI QIDQ4032337FDOQ4032337

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

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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)

Cited In (8)

• Asymptotic mixed normality and hellinger processes
• Local Asymptotic Mixed Normality of LogLikelihood Based on Stopping Times
• On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes
• On the Asymptotic Non-Null Distribution of Randomly Stopped Log-Likelihood Ratio Statistic
• On the speed of convergence of log-likelihood ratio processes to standard mixtures of normal distributions
• 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
• Limiting experiments and asymptotic bounds on the performance of sequence of estimators

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