no. 1
Divergence Processes and Weak Convergence of Likelihood Ratio Processes
Publications de l'Institut de recherche mathématiques de Rennes, Probabilités, no. 1 (1989-1990), pp. 134-146 
@article{PSMIR_1989-1990___1_134_0,
     author = {Vostrikova, L.},
     title = {Divergence {Processes} and {Weak} {Convergence} of {Likelihood} {Ratio} {Processes}},
     journal = {Publications de l'Institut de recherche math\'ematiques de Rennes},
     pages = {134--146},
     year = {1989-1990},
     publisher = {D\'epartement de Math\'ematiques et Informatique, Universit\'e de Rennes},
     number = {1},
     zbl = {0737.62013},
     language = {en},
     url = {https://www.numdam.org/item/PSMIR_1989-1990___1_134_0/}
}
TY  - JOUR
AU  - Vostrikova, L.
TI  - Divergence Processes and Weak Convergence of Likelihood Ratio Processes
JO  - Publications de l'Institut de recherche mathématiques de Rennes
PY  - 1989-1990
SP  - 134
EP  - 146
IS  - 1
PB  - Département de Mathématiques et Informatique, Université de Rennes
UR  - https://www.numdam.org/item/PSMIR_1989-1990___1_134_0/
LA  - en
ID  - PSMIR_1989-1990___1_134_0
ER  - 
%0 Journal Article
%A Vostrikova, L.
%T Divergence Processes and Weak Convergence of Likelihood Ratio Processes
%J Publications de l'Institut de recherche mathématiques de Rennes
%D 1989-1990
%P 134-146
%N 1
%I Département de Mathématiques et Informatique, Université de Rennes
%U https://www.numdam.org/item/PSMIR_1989-1990___1_134_0/
%G en
%F PSMIR_1989-1990___1_134_0
Vostrikova, L. Divergence Processes and Weak Convergence of Likelihood Ratio Processes. Publications de l'Institut de recherche mathématiques de Rennes, Probabilités, no. 1 (1989-1990), pp. 134-146. https://www.numdam.org/item/PSMIR_1989-1990___1_134_0/

[1] K. Dzhaparidze, E. Valkeila. On the Hellinger type distances for filtered experiments. Probab. Th. Rel. Fields 85, 105-117 (1990). | Zbl | MR

[2] P.E. Greenwood, A.N. Shiryayev. Contiguity and the statistical invariance principle. Stochastics Monographs I, Gordon and Breach, New York, 1985. | Zbl | MR

[3] I.A. Ibragimov, R.Z. Hasminski. Asymptotic theory of estimations. Moscow, "Nauka", 1979 (in Russian). | Zbl | MR

[4] J. Jacod. Filtered statistical models and Hellinger processes. Stochastic Processes and their Applications 32, 3-45 (1989). | Zbl | MR

[5] J. Jacod. Convergence of filtered statistical models and Hellinger processes. Stochastic Processes and their Applications 32, 47-68 (1989). | Zbl | MR

[6] J. Jacod, A.N. Shiryayev. Limit theorems for stochastic processes. Springer-Verlag, Berlin Heildelberg, 1987. | Zbl | MR

[7] N.E. Kordzahia. Weak convergence of likelihood ratio process. Uspehi mat. nauk, 39 (4), 167 (1984). | MR

[8] Ju. A. Kutoyants. Parameter estimation for stochastic processes. Erevan, A.N. ARSSR, 1980 (in Russian) | Zbl

[9] Ju. A. Kutoyants. Parameter estimation for stochastic processes. Heldermann Verlag, Berlin, 1984. | Zbl | MR

[10] Ju. A. Kutoyants. Identification of dynamic systems with small noise (to appear). | Zbl

[11] F. Liese, I. Vajda. Convex statistical distances. Leipzig : Teubner, 1987. | Zbl | MR

[12] J. Mémin. Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement non gaussien). Publications de l'I.R.M.A.R., Rennes 1985. | Zbl | MR | Numdam

[13] D.L. Mc Leish. An extended martingale principle. Ann. Probab. 6(1), 144-150 (1978). | Zbl | MR

[14] E. Valkeila, L. Vostrikova. An integral representation for the Hellinger distance. Math. Scand. 58, 239-257 (1986). | Zbl | MR

[15] L. Vostrikova. Functional limit theorems for the likelihood ratio processes. Annales Universitatis Scientiarum Budapestinenses de Rolando Eötvös Nominatae, vi, 145-182 (1985). | Zbl | MR

[16] L. Vostrikova. On the weak convergence of likelihood ratio processes of general statistical parametric models. Stochastics 23, 277-298 (1988). | Zbl | MR