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The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure

 

作者: Masafumi Akahira,  

 

期刊: Sequential Analysis  （Taylor Available online 1995）
卷期: Volume 14, issue 3  

页码: 193-204

 

ISSN:0747-4946

 

年代: 1995

 

DOI:10.1080/07474949508836331

 

出版商: Marcel Dekker, Inc.

 

关键词: sequential estimation procedure;stopping rule;maximum likelihood estimation procedure;second order asymptotic efficiency

 

数据来源: Taylor

 

摘要:

In this paper it is shown that, under suitable regularity conditions, the discretized likelihood estimation procedure with a properly determined stopping rule is second order asymptotically efficient in the sense that the estimation procedure attains the Bhattacharyya type bound up to the second order

 

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