Geodesic
Local asymptotic normality of likelihood ratio in moderate deviation zone
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 34, Tome 525 (2023), pp. 71-85

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

For logarithmic asymptotic we show that local asymptotic normality can be extended on moderate deviation zone if the same assumptions hold. We show that strong asymptotic of moderate deviation probabilities can be also obtained with rather mild assumptions. The extension on moderate deviation zone of second Le Cam Lemma for contiguous alternatives is proposed as well. 
@article{ZNSL_2023_525_a5,
     author = {M. S. Ermakov},
     title = {Local asymptotic normality of likelihood ratio in moderate deviation zone},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {71--85},
     publisher = {mathdoc},
     volume = {525},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2023_525_a5/}
}
TY  - JOUR
AU  - M. S. Ermakov
TI  - Local asymptotic normality of likelihood ratio in moderate deviation zone
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2023
SP  - 71
EP  - 85
VL  - 525
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2023_525_a5/
LA  - ru
ID  - ZNSL_2023_525_a5
ER  - 
%0 Journal Article
%A M. S. Ermakov
%T Local asymptotic normality of likelihood ratio in moderate deviation zone
%J Zapiski Nauchnykh Seminarov POMI
%D 2023
%P 71-85
%V 525
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2023_525_a5/
%G ru
%F ZNSL_2023_525_a5
M. S. Ermakov. Local asymptotic normality of likelihood ratio in moderate deviation zone. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 34, Tome 525 (2023), pp. 71-85. http://geodesic.mathdoc.fr/item/ZNSL_2023_525_a5/