Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments

Springer Science and Business Media LLC - Tập 12 - Trang 185-201 - 2008
George G. Roussas1, Debasis Bhattacharya1
1University of California, Davis, USA

Tóm tắt

Under suitable regularity conditions imposed on a general discrete time-parameter stochastic process, the Hájek-Inagaki convolution representation theorem is established for randomly stopped locally asymptotically mixed normal experiments.

Tài liệu tham khảo

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