Geodesic
Asymptotic normality of the log-likelihood ratio for a~class of $m$-dependent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 3, pp. 476-489

Voir la notice de l'article provenant de la source Math-Net.Ru

Asymptotic normality of the log-likelihood ratio (LLR) is established in the problem of testing two simple hypotheses about the distribution of a sequence of m-dependent random variables by the “responses” on the elements of the sequence.
Keywords: $m$-dependence, likelihood ratio, asymptotic normality. 
@article{TVP_1998_43_3_a3,
     author = {S. V. Pazizin and B. V. Ryazanov},
     title = {Asymptotic normality of the log-likelihood ratio for a~class of $m$-dependent random variables},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {476--489},
     publisher = {mathdoc},
     volume = {43},
     number = {3},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_3_a3/}
}
TY  - JOUR
AU  - S. V. Pazizin
AU  - B. V. Ryazanov
TI  - Asymptotic normality of the log-likelihood ratio for a~class of $m$-dependent random variables
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1998
SP  - 476
EP  - 489
VL  - 43
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1998_43_3_a3/
LA  - ru
ID  - TVP_1998_43_3_a3
ER  - 
%0 Journal Article
%A S. V. Pazizin
%A B. V. Ryazanov
%T Asymptotic normality of the log-likelihood ratio for a~class of $m$-dependent random variables
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1998
%P 476-489
%V 43
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1998_43_3_a3/
%G ru
%F TVP_1998_43_3_a3
S. V. Pazizin; B. V. Ryazanov. Asymptotic normality of the log-likelihood ratio for a~class of $m$-dependent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 3, pp. 476-489. http://geodesic.mathdoc.fr/item/TVP_1998_43_3_a3/