scientific article
From MaRDI portal
Publication:3920437
zbMath0467.62026MaRDI QIDQ3920437
I. A. Ibragimov, Rafail Z. Khasminskii
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
bibliographylocal asymptotic normalityGaussian white noisestochastic integralsclassification of singularitiesexplicit form optimal estimators
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (only showing first 100 items - show all)
Deconvolution for some singular density errors via a combinatorial median of means approach ⋮ Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion ⋮ Bayesian decision rules to classification problems ⋮ ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density ⋮ Some impossibility results for inference with cluster dependence with large clusters ⋮ Le Cam-Stratonovich-Boole theory for Itô diffusions ⋮ Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models ⋮ Should data ever be thrown away? Pooling interval-censored data sets with different precision ⋮ Bernstein-von Mises theorem and misspecified models: a review ⋮ On accuracy of Gaussian approximation in Bayesian semiparametric problems ⋮ Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes ⋮ Asymptotic inference for stochastic differential equations driven by fractional Brownian motion ⋮ In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time ⋮ Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density ⋮ From robust tests to Bayes-like posterior distributions ⋮ Functional estimation in log-concave location families ⋮ Maximum likelihood for high-noise group orbit estimation and single-particle cryo-EM ⋮ Localization of two radioactive sources on the plane ⋮ Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations ⋮ Estimation of generalized threshold autoregressive models ⋮ Parameter estimation for ergodic linear SDEs from partial and discrete observations ⋮ Threshold estimation for jump-diffusions under small noise asymptotics ⋮ Neighborhood-based cross fitting approach to treatment effects with high-dimensional data ⋮ Asymptotically efficient estimation for diffusion processes with nonsynchronous observations ⋮ Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities ⋮ Ildar Abdullovich Ibragimov (on his ninetieth birthday) ⋮ On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics ⋮ Estimation of separable direct and indirect effects in a continuous-time illness-death model ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Robust estimation of a regression function in exponential families ⋮ Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field ⋮ Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions ⋮ Penalized estimation for non-identifiable models ⋮ Nonparametric signal detection with small values of type I and type II error probabilities ⋮ Bayesian-type estimators of change points ⋮ Rényi information, loglikelihood and an intrinsic distribution measure ⋮ Sample heterogeneity and M-estimation ⋮ Thresholding algorithms, maxisets and well-concentrated bases ⋮ Hellinger distance estimation for nonregular spectra ⋮ LAN, LAM and convergence of iterative ML estimates; optimal design in Gaussian one-way mixed model ⋮ Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation ⋮ Volatility estimation of hidden Markov processes and adaptive filtration ⋮ On Bayesian estimation in change-point problems for Poisson source localization on the plane in non standard situation ⋮ Moment convergence of \(M\)-estimators ⋮ Poisson process with linear drift and related function series ⋮ Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion ⋮ Quasi-Bayesian Inference for Production Frontiers ⋮ Joint distribution of the supremum and the moment of its attainment by a Poisson process with linear drift ⋮ Global rate optimality of integral curve estimators in high order tensor models: supplemental material ⋮ Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations ⋮ Parametric models for combined failure time data from an incident cohort study and a prevalent cohort study with follow-up ⋮ Tests in functional autoregressive processes via local asymptotic normality condition ⋮ Large deviations and Berry-Esseen inequalities in the stochastic diffusion driven by a Volterra type process ⋮ Estimation of multiple delays in a stochastic dynamical system ⋮ The van Trees inequality in the spirit of Hájek and Le Cam ⋮ Hidden AR process and adaptive Kalman filter ⋮ ON SEQUENTIAL ESTIMATION OF A PERIODIC SIGNAL ON THE BACKGROUND OF AN AUTOREGRESSIVE NOISE ⋮ Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise ⋮ Exact adaptive pointwise estimation on Sobolev classes of densities ⋮ On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations ⋮ Quantifying Model Uncertainties in Complex Systems ⋮ Unnamed Item ⋮ Statistical estimation with model selection ⋮ GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS ⋮ Inference under right censoring for transformation models with a change-point based on a covariate threshold ⋮ Rejoinder ⋮ MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS ⋮ Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results ⋮ A General Strategy for Physics-Based Model Validation Illustrated with Earthquake Phenomenology, Atmospheric Radiative Transfer, and Computational Fluid Dynamics ⋮ A novel weighted likelihood estimation with empirical Bayes flavor ⋮ Consistency of a nonparametric least squares estimator in integer-valued GARCH models ⋮ Multiple hypothesis testing for Poisson processes with variable change–point intensity ⋮ Asymptotic optimality in stochastic optimization ⋮ Asymptotically efficient estimation of smooth functionals of covariance operators ⋮ Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion ⋮ On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect ⋮ Parameter estimation of stochastic differential equation driven by small fractional noise ⋮ Likelihood Ratio Processes under Nonstandard Settings ⋮ ON RANDOM WEIGHTED SUM OF POSITIVE SEMI-DEFINITE MATRICES ⋮ Improved estimation method for high dimension semimartingale regression models based on discrete data ⋮ Asymptotics of the Minimum Sufficient Number of Observations for $d$-Guaranteed Discrimination of Two-Sided Hypotheses ⋮ Semiparametric efficiency in GMM models with auxiliary data ⋮ On mean estimation for heteroscedastic random variables ⋮ Semiparametric estimation of shifts on compact Lie groups for image registration ⋮ Unnamed Item ⋮ Distance measures in a one-parameter class of density functions ⋮ A truncated estimation method with guaranteed accuracy ⋮ Large deviation inequalities of Bayesian estimator in nonlinear regression models ⋮ Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise ⋮ Unnamed Item ⋮ Change Point Detection with Multivariate Observations Based on Characteristic Functions ⋮ Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators ⋮ Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise ⋮ Technical Note—Nonstationary Stochastic Optimization Under Lp,q-Variation Measures ⋮ Estimates with Asymptotically Uniformly Minimal $d$-Risk ⋮ Maximum Likelihood Method in de Finetti's Theorem ⋮ Quasi likelihood analysis of volatility and nondegeneracy of statistical random field ⋮ Minimum Kolmogorov Distance Estimates for Multivariate Parametrized Families ⋮ Second-order continuous-time non-stationary Gaussian autoregression
This page was built for publication:
