On Sequential Estimation under the Conditions of Local Asymptotic Normality

DOI10.1137/1125003MaRDI QIDQ3920491zbMATH OpenOpenAlexFDO

Authors S. Yu. Efrojmovich

Publication date 1980

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1125003

zbMATH Keywords

asymptotically minimax approachlocal asymptotic normality

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Point estimation (62F10) Sequential estimation (62L12)

Cited in

(5)

• Sur la convergence du processus de vraisemblance en variables markoviennes
• Sequential Generlized Least squares Estimator For An Autoressive parameter
• Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes
• Truncated sequential guaranteed estimation for the Cox-Ingersoll-Ross models
• Optimal guaranteed estimation methods for the Cox–Ingersoll–Ross models

This page was built for publication: On Sequential Estimation under the Conditions of Local Asymptotic Normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3920491)