Uniform Asymptotic Expansion of Likelihood Ratio for Markov Dependent Observations

Andrei Novikov ()

Annals of the Institute of Statistical Mathematics, 2001, vol. 53, issue 4, 799-809

Keywords: Likelihood ratio; Markov process; asymptotic expansion; functional limit theorem; sequential probability ratio test (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1014617422188

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