Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments

DOI10.1007/s11203-008-9029-0zbMath1205.62145MaRDI QIDQ625304

George G. Roussas, Debasis Bhattacharya

Publication date: 15 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-008-9029-0

zbMATH Keywords

stopping time; contiguity; convolution theorem; exponential approximation; locally asymptotically mixed normal experiments

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62M99: Inference from stochastic processes

60G40: Stopping times; optimal stopping problems; gambling theory

62L15: Optimal stopping in statistics

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