Abstract:
For logarithmic asymptotic we show that local asymptotic normality can be extended on moderate deviation zone if the same assumptions hold. We show that strong asymptotic of moderate deviation probabilities can be also obtained with rather mild assumptions. The extension on moderate deviation zone of second Le Cam Lemma for contiguous alternatives is proposed as well.
Key words and phrases:asymptotic efficiency, likelihood ratio, large deviations, moderate deviations.