Local Asymptotic Normality for Non-Identically Distributed Observations

DOI10.1137/1120032MaRDI QIDQ4098485zbMATH OpenOpenAlexFDO

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
• Large sample inference based on multiple observations from nonlinear autoregressive processes
• Likelihood Ratio Processes under Nonstandard Settings
• scientific article; zbMATH DE number 3833088 (Why is no real title available?)
• 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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