We study the asymptotic properties of the likelihood ratio processes for a sequence of binary filtered experiments. First we prove approximation results for the log-likelihood ratio processes and then apply them to obtain weak limit theorems. Here the limiting process is the stochastic...

Abstract We study the asymptotic properties of the likelihood ratio processes for a sequence of binary filtered experiments. First we prove approximation results for the log-likelihood ratio processes and then apply them to obtain weak limit theorems. Here the limiting process is the stochastic...