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
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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},
year = {1998},
volume = {43},
number = {3},
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 UR - http://geodesic.mathdoc.fr/item/TVP_1998_43_3_a3/ LA - ru ID - TVP_1998_43_3_a3 ER -
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/