A note on asymptotic inference in a class of non-stationary processes

Anders Rygh Swensen

Stochastic Processes and their Applications, 1983, vol. 15, issue 2, 181-191

Abstract: In this note some problems of asymptotic inference in a class of non-stationary stochastic processes are considered. In particular, it is shown that no criterion based on the existence of uniformly most powerful tests over a local neighborhood can be used in this situation.

Keywords: Asymptotic; decision; theory; supercritical; Galton-Watson; branching; processes; mixed; normal; distributions (search for similar items in EconPapers)
Date: 1983
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