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Previous article Next article Local Asymptotic Normality for Non-Identically Distributed ObservationsI. A. Ibragimov and R. Z. Has’minskiiI. A. Ibragimov and R. Z. Has’minskiihttps://doi.org/10.1137/1120032PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Lucien Le Cam, Locally asymptotically normal families of distributions. Certain approximations to families of distributions and their use in the theory of estimation and testing hypotheses, Univ. california Publ. Statist., 3 (1960), 37–98 MR0126903 0104.12701 Google Scholar[2] Jaroslav Hájek, Local asymptotic minimax and admissibility in estimation, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. I: Theory of statistics, Univ. California Press, Berkeley, Calif., 1972, 175–194 MR0400513 0281.62010 Google Scholar[3] George G. 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Skorokhod, Stochastic Differential Equations, Springer, New York, 1972 0242.60003 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Likelihood Ratio Processes under Nonstandard SettingsY. Goto, T. Kaneko, S. Kojima, and M. 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Published in: Theory of Probability and Its Applications
Volume 20, Issue 2, pp. 246-260
DOI: 10.1137/1120032