Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times

DOI10.1016/J.SPL.2008.02.022MaRDI QIDQ951208zbMATH OpenOpenAlexFDO

Authors George Roussas, Debasis Bhattacharya

Publication date 30 October 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.02.022

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• scientific article; zbMATH DE number 3938169
• Local Asymptotic Mixed Normality of Log­Likelihood Based on Stopping Times
• scientific article; zbMATH DE number 1487754
• On Comparison of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes
• On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes

Cites work

• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3669663 (Why is no real title available?)
• scientific article; zbMATH DE number 3718350 (Why is no real title available?)
• scientific article; zbMATH DE number 1487754 (Why is no real title available?)
• scientific article; zbMATH DE number 1862961 (Why is no real title available?)
• scientific article; zbMATH DE number 2123488 (Why is no real title available?)
• scientific article; zbMATH DE number 3426635 (Why is no real title available?)
• A characterization of limiting distributions of regular estimates
• Asymptotic methods in statistical decision theory
• Asymptotics in statistics. Some basic concepts.
• Contiguity of Probability Measures
• On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki
• On the limiting distribution of a sequence of estimators with uniformity property

Cited in

(4)

• An alternative regularity condition for Hájek's representation theorem
• scientific article; zbMATH DE number 3938169 (Why is no real title available?)
• scientific article; zbMATH DE number 736282 (Why is no real title available?)
• Limiting experiments and asymptotic bounds on the performance of sequence of estimators

This page was built for publication: Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q951208)