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

DOI10.1524/STND.21.3.219.23429MaRDI QIDQ4451686zbMATH OpenOpenAlexFDO

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

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)

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