On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
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Publication:1643756
DOI10.1016/j.spl.2018.04.004zbMath1463.62033OpenAlexW2797583547MaRDI QIDQ1643756
Lin-Yee Hin, Nino E. Kordzakhia, Alexander Novikov, Yury A. Kutoyants
Publication date: 20 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.04.004
fractional Brownian motionmaximum likelihood estimatorslocation parameterBayesian estimatorsirregular statistical experiments
Asymptotic distribution theory in statistics (62E20) Fractional processes, including fractional Brownian motion (60G22) Bayesian inference (62F15)
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