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

• Datum: 2000
• Hauptverfasser: Lin'kov, Yu. N., Nikolaeva, O. A., Линьков, Ю. Н., Николаева, О. А.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2000
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4532
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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.