An estimate of the rate of convergence of the distribution of the maximum probability process in the nonregular case

MaRDI QIDQ684534zbMATH OpenFDO

Authors Vyacheslav Evgen'evich Mosyagin

Publication date 21 September 1993

Published in Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

rate of convergencedistribution of the logarithm of likelihood ratiodistribution of the maximum likelihood processfirst order discontinuity pointlimit process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cited in

(2)

• Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch
• On estimation of parameters in the case of discontinuous densities

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