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

DOI10.1016/J.SPL.2008.02.022zbMATH Open1169.62013OpenAlexW2077045656MaRDI QIDQ951208FDOQ951208

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

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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)

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Cited In (4)

• An alternative regularity condition for Hájek's representation theorem
• Title not available (Why is that?)
• Title not available (Why is that?)
• Limiting experiments and asymptotic bounds on the performance of sequence of estimators

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