Uniform Asymptotic Expansion of Likelihood Ratio for Markov Dependent Observations
| Year of publication: |
2001
|
|---|---|
| Authors: | Novikov, Andrei |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 4, p. 799-809
|
| Publisher: |
Springer |
| Subject: | Likelihood ratio | Markov process | asymptotic expansion | functional limit theorem | sequential probability ratio test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005760319