Abstract:The asymptotic decision theory by Le Cam and Hajek has been given a lucid perspective by the Ibragimov-Hasminskii theory on convergence of the likelihood random field. Their scheme has been applied to stochastic processes by Kutoyants, and today this plot is called the IHK program. This scheme ensures that asymptotic properties of an estimator follow directly from the convergence of the random field if a large deviation estimate exists. The quasi-likelihood analysis (QLA) proved a polynomial type large deviati… Show more
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