I. A. Ibragimov, R. Z. Khas'minskii, “Local asymptotical normality for differently distributed observations”, Teor. Veroyatnost. i Primenen., 1975, Volume 20, Issue 2,Pages <nobr>251

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Local asymptotical normality for differently distributed observations

I. A. Ibragimov^a, R. Z. Khas'minskii^b

^a Moscow
^b Leningrad

Abstract: Conditions of local asymptotical normality (LAN) are given for families of distributions for essentially inhomogeneous in time observations. A generalization of LAN to continuous observations is considered and conditions of LAN for continuous observations (4.3) are obtained.

Received: 30.01.1974