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

DOI10.1007/S11203-008-9029-0MaRDI QIDQ625304zbMATH OpenOpenAlexFDO

Authors George 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

contiguityconvolution theoremexponential approximationlocally asymptotically mixed normal experimentsstopping time

Mathematics Subject Classification ID

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

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Cited in

(1)

• Limiting experiments and asymptotic bounds on the performance of sequence of estimators

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