On the Asymptotic Non-Null Distribution of Randomly Stopped Log-Likelihood Ratio Statistic
From MaRDI portal
Publication:4694986
DOI10.1177/0008068319920310zbMath0769.62016MaRDI QIDQ4694986
Adhir K. Basu, Debasis Bhattacharya
Publication date: 18 July 1993
Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/0008068319920310
mixture of normal distributions; general dependent processes; non-null asymptotic distribution; randomly stopped log-likelihood ratio statistic
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62L10: Sequential statistical analysis
Related Items
Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators, Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments