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Asymptotic theory of likelihood tests for locally conic statistical models and applications. (Théorie asymptotique des tests de vraisemblance pour des modèles localement côniques. Application aux modèles de mélange.) (French. Abridged English version) Zbl 0832.62017
Summary: The asymptotic theory of likelihood tests is known for non identifiable models only with separation conditions on the hypothesis. We suppress this restriction, and give a unified treatment for all situations, including boundary points. This explains which functions of the parameters can be estimated consistently and what are the limit statistics.
MSC:
62F05 Asymptotic properties of parametric tests
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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