Likelihood Ratio Processes under Nonstandard Settings
From MaRDI portal
Publication:5097174
DOI10.1137/S0040585X97T990903MaRDI QIDQ5097174FDOQ5097174
Authors:
Publication date: 22 August 2022
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Cites Work
- Asymptotic Statistics
- Testing Statistical Hypotheses
- Asymptotic theory of statistical inference for time series
- Local asymptotic normality for regression models with long-memory disturbance
- Variance components.
- A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation
- Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
- Maximum likelihood estimation and model selection for locally stationary processes∗
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
- Title not available (Why is that?)
- Local asymptotic normality for autoregression with infinite order
- Asymptotic distribution of the log-likelihood function for stochastic processes
- Title not available (Why is that?)
- On adaptive estimation in stationary ARMA processes
- Statistical analysis for multiplicatively modulated nonlinear autoregressive model and its applications to electrophysiological signal analysis in humans
- Contiguity of Probability Measures
- Linear serial rank tests for randomness against ARMA alternatives
- Title not available (Why is that?)
- Testing Composite Hypotheses for Locally Stationary Processes
- Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
- LAN theorem for non-Gaussian locally stationary processes and its applications
- Testing uniformity on high-dimensional spheres against monotone rotationally symmetric alternatives
- Local Asymptotic Normality for Non-Identically Distributed Observations
- Inference on the mode of weak directional signals: a Le Cam perspective on hypothesis testing near singularities
- Title not available (Why is that?)
Cited In (6)
- Generalization of likelihood ratio tests under nonstandard conditions
- The likelihood ratio under noncontiguous alternatives
- Tests for the existence of group effects and interactions for two-way models with dependent errors
- On the likelihood ratio for two-parameter discrete space stochastic processes
- Title not available (Why is that?)
- Title not available (Why is that?)
This page was built for publication: Likelihood Ratio Processes under Nonstandard Settings
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5097174)