Pflug, Georg - In: Stochastic Processes and their Applications 13 (1982) 1, pp. 45-57
It is well known, that under the condition LAN and some more regularity conditions, the process of log-likelihood functions converges weakly to a degenerate Gaussian process (the trajectories of which are straight lines). In the non-regular case considered by several authors [1, 9] the limiting...