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Some properties of metrics in a study on convergence to normality

✍ Scribed by C. C. Heyde


Publisher
Springer
Year
1969
Tongue
English
Weight
483 KB
Volume
11
Category
Article
ISSN
1432-2064

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The asymptotic quasi-likelihood method is considered for the model y t f t q M t ; t 0; 1; . . . ; T where f t q is a linear predictable process of the parameter of interest q, M t is a martingale difference, and the nature of EM 2 t j p tΓ€1 is unknown. This paper is concerned with the limiting dist