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

DOI10.1007/s11203-008-9029-0zbMath1205.62145OpenAlexW2034487265MaRDI QIDQ625304

Debasis Bhattacharya, George G. Roussas

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 timecontiguityconvolution theoremexponential approximationlocally asymptotically mixed normal experiments

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes (62M99) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (1)

Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators

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