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

  • Yu. N. Lin'kov
  • O. A. Nikolaeva

Abstract

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.
Published
25.09.2000
How to Cite
Lin’kovY. N., and NikolaevaO. A. “Properties of the Likelihood Ratio for Counting Processes in the Problem of Estimation of Unknown Parameters”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 52, no. 9, Sept. 2000, pp. 1257-68, https://umj.imath.kiev.ua/index.php/umj/article/view/4532.
Section
Research articles