Pages that link to "Item:Q847633"

The following pages link to Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633):

Displaying 23 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)
• Le cam theory on the comparison of statistical models (Q5043133) (← links)
• Rate exact Bayesian adaptation with modified block priors (Q5963524) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Optimal HAR inference (Q6646170) (← links)