Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
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DOI: 10.1007/s11203-008-9029-0
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References listed on IDEAS
- Greenwood, P. E. & Wefelmeyer, W., 1993. "Asymptotic minimax results for stochastic process families with critical points," Stochastic Processes and their Applications, Elsevier, vol. 44(1), pages 107-116, January.
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Keywords
Locally asymptotically mixed normal experiments; Convolution theorem; Contiguity; Exponential approximation; Stopping time; Primary 62E20; 62L12; 62F12; Secondary 60G07; 60E10; 60G40;All these keywords.
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Statistics
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