Pages that link to "Item:Q847633"
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The following pages link to Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633):
Displaying 19 items.
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
- Asymptotic equivalence for regression under fractional noise (Q482907) (← links)
- Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633) (← links)
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
- On asymptotically efficient statistical inference on a signal parameter (Q906767) (← links)
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression (Q1043738) (← links)
- Quantile coupling inequalities and their applications (Q1950174) (← links)
- Model selection and sharp asymptotic minimaxity (Q1955840) (← links)
- Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842) (← links)
- Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes (Q2087407) (← links)
- Gaussianization machines for non-Gaussian function estimation models (Q2194580) (← links)
- Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities (Q2291968) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- Statistical inference in compound functional models (Q2447291) (← links)
- Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
- A complement to Le Cam's theorem (Q2642744) (← links)
- Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise (Q2786493) (← links)
