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Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters

We obtain an asymptotic decomposition of the logarithm of the likelihood ratio for counting processes in the case of similar hypotheses. We establish the properties of the normalized likelihood ratio in the problem of estimation of an unknown parameter.

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Bibliographic Details
Date:	2000
Main Authors:	Lin'kov, Yu. N., Nikolaeva, O. A., Линьков, Ю. Н., Николаева, О. А.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2000
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4532
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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