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

Authors

  • 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.

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Published

25.09.2000

Issue

Vol. 52 No. 9 (2000)

Section

Research articles

How to Cite

Lin'kov, Yu. N., and O. A. Nikolaeva. “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.