Local Asymptotic Normality for Non-Identically Distributed Observations

DOI10.1137/1120032zbMATH Open0332.62012OpenAlexW2026751066MaRDI QIDQ4098485FDOQ4098485

Authors: I. A. Ibragimov, R. Z. Khas'minskiĭ 

Publication date: 1975

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1120032

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cited In (10)

• Asymptotic efficiency in estimation with conditional moment restrictions
• On estimation and adaptive estimation for locally asymptotically normal families
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
• Local asymptotic normality for progressively censored likelihood ratio statistics and applications
• Likelihood Ratio Processes under Nonstandard Settings
• Large sample inference based on multiple observations from nonlinear autoregressive processes
• Title not available (Why is that?)
• THE COMPARISON OF LEAST SQUARES AND THIRD-ORDER PERIODOGRAM PROCEDURES IN THE ESTIMATION OF BIFREQUENCY
• On mean estimation for heteroscedastic random variables
• Application of convolution theorems in semiparametric models with non-i. i. d. data

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