Approximations and limit theorems for likelihood ratio processes in the binary case

DOI10.1524/STND.21.3.219.23429zbMATH Open1044.62005OpenAlexW1971867672MaRDI QIDQ4451686FDOQ4451686

Authors: A. A. Gushchin, Esko Valkeila 

Publication date: 1 March 2004

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/stnd.21.3.219.23429

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Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Theory of statistical experiments (62B15) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Continuity and singularity of induced measures (60G30)

Cited In (5)

• Change-Point Estimation in Long Memory Nonparametric Models with Applications
• Translation invariant statistical experiments with independent increments
• On the likelihood ratio for two-parameter discrete space stochastic processes
• Title not available (Why is that?)
• Change-of-variance problem for linear processes with long memory

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