scientific article; zbMATH DE number 879752

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zbMath0846.62027MaRDI QIDQ4878812

A. F. Taraskin

Publication date: 3 October 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

processes with independent increments locally asymptotically normal families LAN condition loglikelihood ratio convergence of semimartingale LLR processes local asymptotical infinite divisibility

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions

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